+145.1%
FSLR vs JAAA
+29.3%
+115.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | 0.0% | +0.2% | -0.2% | -0.2% |
| 30D | -13.7% | +0.5% | -14.2% | -14.1% |
| 3M | -35.1% | +1.3% | -36.4% | -35.8% |
| 6M | +3.6% | +2.7% | +1.0% | +1.1% |
| YTD | -21.7% | +3.2% | -24.9% | -23.9% |
| 1Y | +1.3% | +4.9% | -3.6% | -2.8% |
| 3Y | +9.7% | +19.0% | -9.3% | +2.9% |
| 5Y | +117.4% | +26.8% | +90.6% | +101.0% |
| All | +145.1% | +29.3% | +115.8% | +142.2% |
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