+16.4%
FSLR vs JAAA
+18.9%
-2.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +6.8% | +0.1% | +6.7% | +6.4% |
| 30D | -14.7% | +0.5% | -15.2% | -16.1% |
| 3M | -22.6% | +1.2% | -23.8% | -25.8% |
| 6M | +12.7% | +2.8% | +9.9% | +1.9% |
| YTD | -18.4% | +3.2% | -21.5% | -26.9% |
| 1Y | +4.9% | +4.8% | +0.1% | -10.5% |
| 3Y | +16.4% | +19.0% | -2.6% | -41.5% |
| All | +16.4% | +18.9% | -2.5% | -41.5% |
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