-65.8%
FIS vs JAAA
+29.3%
-95.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.1% |
| 7D | +1.1% | +0.2% | +0.9% | +0.8% |
| 30D | -2.2% | +0.5% | -2.7% | -3.1% |
| 3M | +2.1% | +1.3% | +0.9% | -0.1% |
| 6M | -14.7% | +2.7% | -17.3% | -18.5% |
| YTD | -35.7% | +3.2% | -38.9% | -39.1% |
| 1Y | -37.1% | +4.9% | -42.0% | -42.1% |
| 3Y | -20.0% | +19.0% | -39.0% | -37.0% |
| 5Y | -62.1% | +26.8% | -88.9% | -73.9% |
| All | -65.8% | +29.3% | -95.0% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling