-79.1%
FIVN vs JAAA
+29.3%
-108.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -9.6% | +0.1% | -9.7% | -9.9% |
| 30D | -11.9% | +0.5% | -12.4% | -13.2% |
| 3M | +40.1% | +1.2% | +38.8% | +34.9% |
| 6M | +68.3% | +2.7% | +65.6% | +55.1% |
| YTD | +51.5% | +3.2% | +48.3% | +37.8% |
| 1Y | +15.1% | +4.8% | +10.3% | +0.2% |
| 3Y | -55.6% | +19.0% | -74.6% | -68.5% |
| 5Y | -82.4% | +26.8% | -109.2% | -89.1% |
| All | -79.1% | +29.3% | -108.4% | -87.3% |
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