-51.7%
FIG vs JAAA
+4.8%
-56.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | -4.7% | +0.2% | -4.8% | -6.2% |
| 30D | +0.5% | +0.4% | +0.1% | -3.9% |
| 3M | -18.4% | +1.2% | -19.6% | -28.1% |
| 6M | +10.9% | +2.3% | +8.5% | -11.2% |
| YTD | -40.8% | +3.9% | -44.6% | -52.3% |
| 1Y | -51.7% | +4.8% | -56.5% | -56.0% |
| All | -51.7% | +4.8% | -56.5% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling