-76.6%
FIS vs JAAA
+30.2%
-106.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.7% |
| 30D | -19.4% | +0.4% | -19.8% | -20.0% |
| 3M | -31.6% | +1.2% | -32.8% | -33.0% |
| 6M | -32.5% | +2.3% | -34.8% | -35.2% |
| YTD | -56.0% | +4.0% | -59.9% | -58.9% |
| 1Y | -55.5% | +4.8% | -60.3% | -59.1% |
| 3Y | -41.3% | +18.5% | -59.8% | -53.8% |
| 5Y | -72.3% | +27.5% | -99.7% | -81.0% |
| All | -76.6% | +30.2% | -106.8% | -86.0% |
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