-62.0%
FGI vs JAAA
+26.3%
-88.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.5% | +7.7% |
| 7D | +0.5% | +0.2% | +0.4% | +0.8% |
| 30D | +65.4% | +0.5% | +64.9% | +66.9% |
| 3M | +23.5% | +1.3% | +22.2% | +26.3% |
| 6M | +60.5% | +2.7% | +57.9% | +68.1% |
| YTD | +30.0% | +3.2% | +26.8% | +37.1% |
| 1Y | +82.1% | +4.9% | +77.1% | +96.7% |
| 3Y | -4.4% | +19.0% | -23.4% | +16.2% |
| All | -62.0% | +26.3% | -88.3% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling