+2,931.2%
FIX vs JAAA
+29.3%
+2,902.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.7% |
| 7D | +6.0% | +0.2% | +5.9% | +5.6% |
| 30D | -7.2% | +0.5% | -7.8% | -8.5% |
| 3M | -15.9% | +1.3% | -17.1% | -18.5% |
| 6M | +12.7% | +2.7% | +10.1% | +5.5% |
| YTD | +72.8% | +3.2% | +69.6% | +59.9% |
| 1Y | +122.9% | +4.9% | +118.0% | +98.8% |
| 3Y | +774.3% | +19.0% | +755.3% | +595.2% |
| 5Y | +2,049.5% | +26.8% | +2,022.7% | +1,530.4% |
| All | +2,931.2% | +29.3% | +2,902.0% | +1,851.9% |
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