+545.3%
AMAT vs JAAA
+30.2%
+515.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +19.3% | +0.1% | +19.2% | +19.1% |
| 30D | -17.9% | +0.4% | -18.3% | -18.6% |
| 3M | -30.4% | +1.2% | -31.6% | -32.1% |
| 6M | -11.4% | +2.3% | -13.7% | -15.4% |
| YTD | +48.8% | +4.0% | +44.8% | +37.8% |
| 1Y | +66.0% | +4.8% | +61.2% | +51.6% |
| 3Y | +158.8% | +18.5% | +140.3% | +114.4% |
| 5Y | +153.2% | +27.5% | +125.7% | +96.2% |
| All | +545.3% | +30.2% | +515.0% | +359.2% |
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