-64.9%
FIS vs JAAA
+26.7%
-91.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -7.8% | +0.5% | -8.3% | -8.5% |
| 3M | +0.8% | +1.2% | -0.4% | -1.2% |
| 6M | -21.9% | +2.8% | -24.7% | -25.5% |
| YTD | -39.5% | +3.2% | -42.7% | -42.6% |
| 1Y | -41.0% | +4.8% | -45.8% | -45.5% |
| 3Y | -23.6% | +19.0% | -42.6% | -38.2% |
| All | -64.9% | +26.7% | -91.6% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling