+122.9%
FIX vs JAAA
+4.9%
+118.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.0% |
| 7D | +6.0% | +0.2% | +5.9% | +4.0% |
| 30D | -7.2% | +0.5% | -7.8% | -12.7% |
| 3M | -15.9% | +1.3% | -17.1% | -27.8% |
| 6M | +12.7% | +2.7% | +10.1% | -19.3% |
| YTD | +72.8% | +3.2% | +69.6% | +17.9% |
| 1Y | +122.9% | +4.9% | +118.0% | +30.4% |
| All | +122.9% | +4.9% | +118.0% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling