+155.8%
FTNT vs JAAA
+26.8%
+129.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.3% |
| 30D | -1.9% | +0.4% | -2.3% | -3.2% |
| 3M | +14.4% | +1.2% | +13.2% | +10.1% |
| 6M | +88.7% | +2.7% | +86.0% | +73.9% |
| YTD | +100.0% | +3.2% | +96.9% | +81.7% |
| 1Y | +99.9% | +4.8% | +95.0% | +73.2% |
| 3Y | +147.9% | +19.0% | +129.0% | +69.5% |
| 5Y | +155.8% | +26.8% | +129.0% | +52.2% |
| All | +155.8% | +26.8% | +129.0% | +52.2% |
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 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