-80.9%
FIG vs JAAA
+5.5%
-86.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.6% |
| 7D | -14.5% | +0.1% | -14.6% | -15.8% |
| 30D | -13.3% | +0.5% | -13.8% | -19.0% |
| 3M | +7.4% | +1.2% | +6.2% | -10.4% |
| 6M | -27.8% | +2.7% | -30.5% | -50.9% |
| YTD | -41.1% | +3.2% | -44.3% | -63.3% |
| 1Y | -58.7% | +4.8% | -63.5% | -82.6% |
| All | -80.9% | +5.5% | -86.5% | -92.9% |
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