-80.8%
FIG vs JAAA
+5.5%
-86.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.9% |
| 7D | -12.2% | +0.1% | -12.3% | -13.3% |
| 30D | -11.0% | +0.4% | -11.4% | -16.6% |
| 3M | +11.9% | +1.2% | +10.7% | -6.1% |
| 6M | -21.9% | +2.7% | -24.6% | -46.4% |
| YTD | -40.8% | +3.2% | -43.9% | -62.9% |
| 1Y | -56.6% | +4.8% | -61.5% | -81.9% |
| All | -80.8% | +5.5% | -86.3% | -92.8% |
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