+130.7%
FIX vs JAAA
+4.8%
+125.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.1% | +0.1% | +6.0% | +4.9% |
| 30D | -2.7% | +0.5% | -3.1% | -7.5% |
| 3M | -10.9% | +1.2% | -12.2% | -22.8% |
| 6M | +29.0% | +2.8% | +26.2% | -8.9% |
| YTD | +76.9% | +3.2% | +73.7% | +21.5% |
| 1Y | +130.7% | +4.8% | +125.9% | +40.6% |
| All | +130.7% | +4.8% | +125.9% | +40.6% |
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