-74.3%
FSLY vs JAAA
+29.3%
-103.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +3.5% | +0.1% | +3.4% | +3.1% |
| 30D | -6.4% | +0.5% | -6.9% | -7.9% |
| 3M | +10.9% | +1.2% | +9.7% | +6.2% |
| 6M | +6.7% | +2.8% | +3.9% | -3.4% |
| YTD | +111.1% | +3.2% | +107.9% | +89.4% |
| 1Y | +185.8% | +4.8% | +180.9% | +143.4% |
| 3Y | -6.6% | +19.0% | -25.5% | -38.7% |
| 5Y | -52.4% | +26.8% | -79.2% | -73.5% |
| All | -74.3% | +29.3% | -103.5% | -87.1% |
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