-83.2%
FIG vs JAAA
+6.3%
-89.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.2% |
| 7D | +3.4% | +0.1% | +3.3% | +1.8% |
| 30D | -9.5% | +0.4% | -9.9% | -15.2% |
| 3M | -26.2% | +1.2% | -27.4% | -38.6% |
| 6M | +2.7% | +2.3% | +0.4% | -26.6% |
| YTD | -48.0% | +4.0% | -51.9% | -71.2% |
| 1Y | -52.0% | +4.8% | -56.9% | -77.9% |
| All | -83.2% | +6.3% | -89.5% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling