+531.0%
AMAT vs JAAA
+30.2%
+500.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.5% | +0.1% | -2.5% | -2.6% |
| 30D | -26.5% | +0.4% | -27.0% | -27.2% |
| 3M | -28.6% | +1.2% | -29.7% | -30.2% |
| 6M | -14.2% | +2.3% | -16.6% | -18.2% |
| YTD | +45.5% | +3.9% | +41.5% | +34.8% |
| 1Y | +59.3% | +4.8% | +54.6% | +45.5% |
| 3Y | +153.1% | +18.5% | +134.6% | +109.7% |
| 5Y | +158.2% | +27.5% | +130.7% | +100.2% |
| All | +531.0% | +30.2% | +500.8% | +349.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling