-50.7%
FISV vs JAAA
+29.3%
-80.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.4% | -4.4% |
| 7D | -6.4% | +0.1% | -6.5% | -6.6% |
| 30D | -6.8% | +0.5% | -7.3% | -7.5% |
| 3M | -10.0% | +1.2% | -11.2% | -11.7% |
| 6M | -20.6% | +2.7% | -23.3% | -23.9% |
| YTD | -27.6% | +3.2% | -30.8% | -31.0% |
| 1Y | -64.3% | +4.8% | -69.1% | -66.8% |
| 3Y | -60.0% | +19.0% | -79.0% | -64.9% |
| 5Y | -57.7% | +26.8% | -84.5% | -64.7% |
| All | -50.7% | +29.3% | -80.0% | -60.2% |
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