+24.3%
FFIV vs JAAA
+4.9%
+19.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.8% | +3.7% |
| 7D | +3.5% | +0.1% | +3.4% | +2.9% |
| 30D | -1.3% | +0.5% | -1.8% | -3.7% |
| 3M | +2.4% | +1.2% | +1.1% | -5.2% |
| 6M | +41.8% | +2.7% | +39.1% | +19.9% |
| YTD | +58.5% | +3.2% | +55.3% | +31.0% |
| 1Y | +24.3% | +4.8% | +19.5% | -13.5% |
| All | +24.3% | +4.9% | +19.5% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling