-50.2%
FSLY vs JAAA
+26.7%
-76.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.6% |
| 7D | +11.2% | +0.1% | +11.1% | +10.7% |
| 30D | -18.2% | +0.5% | -18.6% | -19.6% |
| 3M | +21.9% | +1.2% | +20.7% | +16.3% |
| 6M | +4.0% | +2.7% | +1.3% | -5.9% |
| YTD | +123.1% | +3.2% | +119.9% | +98.8% |
| 1Y | +196.9% | +4.8% | +192.1% | +150.9% |
| 3Y | -1.3% | +19.0% | -20.3% | -36.6% |
| 5Y | -50.2% | +26.8% | -77.0% | -73.5% |
| All | -50.2% | +26.7% | -76.9% | -73.5% |
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 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