-38.8%
FIS vs JAAA
+18.5%
-57.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.0% |
| 7D | +2.8% | +0.1% | +2.7% | +2.5% |
| 30D | -16.7% | +0.4% | -17.1% | -17.9% |
| 3M | -32.3% | +1.2% | -33.5% | -35.0% |
| 6M | -29.1% | +2.3% | -31.4% | -34.3% |
| YTD | -54.1% | +4.0% | -58.1% | -59.7% |
| 1Y | -53.7% | +4.8% | -58.5% | -60.4% |
| 3Y | -38.8% | +18.4% | -57.3% | -52.4% |
| All | -38.8% | +18.5% | -57.4% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling