-68.5%
FIS vs JAAA
+29.3%
-97.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -8.9% | +0.1% | -9.0% | -9.0% |
| 30D | -9.9% | +0.4% | -10.3% | -10.6% |
| 3M | 0.0% | +1.2% | -1.2% | -2.1% |
| 6M | -22.9% | +2.7% | -25.6% | -26.4% |
| YTD | -40.9% | +3.2% | -44.1% | -44.0% |
| 1Y | -40.4% | +4.8% | -45.3% | -45.1% |
| 3Y | -25.4% | +19.0% | -44.3% | -41.2% |
| 5Y | -64.8% | +26.8% | -91.6% | -75.8% |
| All | -68.5% | +29.3% | -97.8% | -81.0% |
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