+178.3%
FWONK vs JAAA
+29.4%
+148.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -7.7% | +0.5% | -8.3% | -8.2% |
| 3M | +5.7% | +1.3% | +4.5% | +4.4% |
| 6M | +13.5% | +2.8% | +10.7% | +10.4% |
| YTD | -3.0% | +3.3% | -6.2% | -6.0% |
| 1Y | -6.4% | +4.9% | -11.3% | -10.8% |
| 3Y | +43.8% | +19.0% | +24.9% | +34.9% |
| 5Y | +98.6% | +26.9% | +71.7% | +86.0% |
| All | +178.3% | +29.4% | +148.9% | +144.7% |
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