-51.1%
FIS vs JAAA
+4.8%
-55.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | 0.0% | -23.7% | -23.7% |
| 7D | -18.4% | +0.2% | -18.6% | -18.9% |
| 30D | -11.4% | +0.4% | -11.8% | -12.9% |
| 3M | -32.0% | +1.2% | -33.2% | -35.0% |
| 6M | -35.6% | +2.3% | -37.9% | -40.4% |
| YTD | -53.8% | +3.9% | -57.6% | -57.8% |
| 1Y | -51.1% | +4.8% | -55.9% | -56.8% |
| All | -51.1% | +4.8% | -55.8% | -56.8% |
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 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