-79.1%
FIG vs JAAA
+5.5%
-84.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -5.6% |
| 7D | -16.3% | +0.2% | -16.5% | -18.6% |
| 30D | -14.3% | +0.5% | -14.8% | -20.9% |
| 3M | +7.2% | +1.3% | +5.9% | -10.8% |
| 6M | -18.6% | +2.7% | -21.3% | -44.2% |
| YTD | -35.5% | +3.2% | -38.6% | -59.6% |
| 1Y | -55.8% | +4.9% | -60.7% | -82.1% |
| All | -79.1% | +5.5% | -84.6% | -92.2% |
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