-22.5%
AMBA vs JAAA
+4.9%
-27.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -2.3% |
| 7D | -11.0% | +0.2% | -11.1% | -14.0% |
| 30D | -23.2% | +0.5% | -23.7% | -30.8% |
| 3M | -12.7% | +1.3% | -14.0% | -32.3% |
| 6M | +11.2% | +2.7% | +8.5% | -36.4% |
| YTD | -11.2% | +3.2% | -14.4% | -53.3% |
| 1Y | -22.5% | +4.9% | -27.5% | -75.3% |
| All | -22.5% | +4.9% | -27.4% | -75.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling