+142.7%
AMAT vs JAAA
+18.6%
+124.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.0% |
| 7D | -14.7% | +0.2% | -14.9% | -15.5% |
| 30D | -36.1% | +0.4% | -36.5% | -37.6% |
| 3M | -36.9% | +1.2% | -38.1% | -41.0% |
| 6M | -22.2% | +2.3% | -24.5% | -31.8% |
| YTD | +29.9% | +3.9% | +26.0% | +5.1% |
| 1Y | +43.3% | +4.8% | +38.4% | +10.6% |
| 3Y | +142.7% | +18.5% | +124.1% | +88.0% |
| All | +142.7% | +18.6% | +124.0% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling