+511.2%
FTNT vs JAAA
+29.3%
+481.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.7% | +0.1% | -2.8% | -3.0% |
| 30D | -1.4% | +0.5% | -1.8% | -2.6% |
| 3M | +10.1% | +1.2% | +8.9% | +6.4% |
| 6M | +88.2% | +2.8% | +85.4% | +74.2% |
| YTD | +98.3% | +3.2% | +95.1% | +82.0% |
| 1Y | +96.0% | +4.8% | +91.1% | +72.5% |
| 3Y | +145.8% | +19.0% | +126.8% | +76.6% |
| 5Y | +154.6% | +26.8% | +127.8% | +62.3% |
| All | +511.2% | +29.3% | +481.9% | +286.9% |
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 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