+105.4%
FSLR vs JAAA
+30.3%
+75.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -14.8% | +0.1% | -14.9% | -14.9% |
| 30D | -4.3% | +0.4% | -4.7% | -4.7% |
| 3M | -23.4% | +1.2% | -24.6% | -24.2% |
| 6M | -26.9% | +2.3% | -29.2% | -28.5% |
| YTD | -34.4% | +4.0% | -38.4% | -36.7% |
| 1Y | -33.2% | +4.8% | -38.0% | -36.0% |
| 3Y | +28.1% | +18.4% | +9.6% | +19.0% |
| 5Y | +54.5% | +27.5% | +27.0% | +41.6% |
| All | +105.4% | +30.3% | +75.1% | +101.6% |
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