+948.1%
FIX vs JAAA
+27.4%
+920.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.3% |
| 7D | -17.5% | +0.2% | -17.6% | -17.8% |
| 30D | -41.6% | +0.4% | -42.0% | -42.2% |
| 3M | -40.6% | +1.2% | -41.8% | -42.5% |
| 6M | -49.4% | +2.3% | -51.7% | -52.4% |
| YTD | +9.2% | +3.9% | +5.3% | -1.2% |
| 1Y | +6.5% | +4.8% | +1.6% | -5.6% |
| 3Y | +448.7% | +18.5% | +430.2% | +331.0% |
| All | +948.1% | +27.4% | +920.6% | +677.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling