+247.2%
AMAT vs JAAA
+25.6%
+221.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.1% |
| 7D | -1.5% | +0.2% | -1.7% | -1.9% |
| 30D | -14.8% | +0.5% | -15.3% | -15.8% |
| 3M | -9.3% | +1.3% | -10.5% | -11.9% |
| 6M | +27.4% | +2.7% | +24.7% | +19.9% |
| YTD | +77.6% | +3.2% | +74.4% | +65.4% |
| 1Y | +188.9% | +4.9% | +184.0% | +160.2% |
| 3Y | +202.3% | +19.0% | +183.3% | +142.3% |
| All | +247.2% | +25.6% | +221.6% | +161.8% |
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