+99.4%
FFIV vs JAAA
+26.8%
+72.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.8% | +3.8% |
| 7D | +3.5% | +0.1% | +3.4% | +3.3% |
| 30D | -1.3% | +0.5% | -1.8% | -2.1% |
| 3M | +2.4% | +1.2% | +1.1% | +0.2% |
| 6M | +41.8% | +2.7% | +39.1% | +35.3% |
| YTD | +58.5% | +3.2% | +55.3% | +50.2% |
| 1Y | +24.3% | +4.8% | +19.5% | +14.8% |
| 3Y | +152.0% | +19.0% | +133.0% | +115.5% |
| All | +99.4% | +26.8% | +72.5% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling