+51.8%
FTNT vs JAAA
+4.8%
+47.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -25.7% | +0.2% | -25.8% | -26.5% |
| 30D | -29.7% | +0.4% | -30.2% | -31.9% |
| 3M | -23.1% | +1.2% | -24.3% | -29.8% |
| 6M | +45.0% | +2.3% | +42.6% | +21.1% |
| YTD | +62.9% | +3.9% | +59.1% | +20.8% |
| 1Y | +51.8% | +4.8% | +47.0% | +1.9% |
| All | +51.8% | +4.8% | +47.1% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling