+112.9%
FOXA vs JAAA
+18.9%
+94.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.2% |
| 7D | -3.7% | +0.1% | -3.8% | -4.1% |
| 30D | +5.4% | +0.4% | +4.9% | +3.3% |
| 3M | -3.7% | +1.2% | -4.9% | -8.7% |
| 6M | +12.6% | +2.7% | +9.9% | +0.1% |
| YTD | -10.0% | +3.2% | -13.1% | -21.8% |
| 1Y | +15.0% | +4.8% | +10.2% | -7.3% |
| All | +112.9% | +18.9% | +94.0% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling