+115.8%
FICO vs JAAA
+29.3%
+86.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -15.4% | +0.1% | -15.5% | -15.6% |
| 30D | -10.4% | +0.5% | -10.8% | -11.0% |
| 3M | -22.7% | +1.2% | -23.9% | -24.0% |
| 6M | -36.8% | +2.8% | -39.6% | -39.2% |
| YTD | -44.8% | +3.2% | -48.0% | -47.1% |
| 1Y | -39.3% | +4.8% | -44.2% | -43.2% |
| 3Y | +3.7% | +19.0% | -15.2% | -11.1% |
| 5Y | +101.7% | +26.8% | +74.9% | +65.8% |
| All | +115.8% | +29.3% | +86.6% | +64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling