-29.1%
FICO vs JAAA
+18.5%
-47.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.0% |
| 30D | -0.8% | +0.4% | -1.2% | -2.4% |
| 3M | -31.3% | +1.2% | -32.5% | -34.4% |
| 6M | -33.9% | +2.3% | -36.2% | -39.3% |
| YTD | -57.6% | +4.0% | -61.5% | -63.2% |
| 1Y | -59.7% | +4.8% | -64.5% | -66.1% |
| All | -29.1% | +18.5% | -47.6% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling