-83.1%
FRMI vs JAAA
+4.6%
-87.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +0.7% |
| 7D | +7.4% | +0.1% | +7.3% | +6.0% |
| 30D | -27.6% | +0.5% | -28.2% | -34.0% |
| 3M | -20.9% | +1.3% | -22.1% | -37.8% |
| 6M | -36.6% | +2.8% | -39.4% | -61.8% |
| YTD | -31.3% | +3.3% | -34.5% | -56.7% |
| All | -83.1% | +4.6% | -87.7% | -88.3% |
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