+68.5%
FICO vs JAAA
+30.2%
+38.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +4.0% | +0.1% | +3.9% | +3.8% |
| 30D | -1.5% | +0.4% | -1.9% | -2.1% |
| 3M | -29.8% | +1.2% | -31.0% | -31.0% |
| 6M | -33.3% | +2.3% | -35.6% | -35.4% |
| YTD | -56.9% | +4.0% | -60.8% | -59.2% |
| 1Y | -59.5% | +4.8% | -64.2% | -62.0% |
| 3Y | -26.9% | +18.5% | -45.4% | -37.7% |
| 5Y | +92.9% | +27.5% | +65.4% | +57.4% |
| All | +68.5% | +30.2% | +38.3% | +27.2% |
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