+115.6%
FICO vs JAAA
+29.3%
+86.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.1% | -16.8% | -16.8% |
| 7D | -19.2% | +0.2% | -19.4% | -19.4% |
| 30D | -14.6% | +0.5% | -15.1% | -15.3% |
| 3M | -20.1% | +1.3% | -21.4% | -21.5% |
| 6M | -36.3% | +2.7% | -39.0% | -38.6% |
| YTD | -44.9% | +3.2% | -48.0% | -47.2% |
| 1Y | -38.6% | +4.9% | -43.5% | -42.6% |
| 3Y | +4.0% | +19.0% | -15.0% | -10.9% |
| 5Y | +99.5% | +26.8% | +72.7% | +64.0% |
| All | +115.6% | +29.3% | +86.3% | +64.4% |
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