-2.6%
AMC vs JAAA
+4.9%
-7.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +3.5% |
| 7D | +2.3% | +0.2% | +2.1% | +0.5% |
| 30D | -0.7% | +0.5% | -1.3% | -5.8% |
| 3M | +35.2% | +1.3% | +33.9% | +18.5% |
| 6M | +124.6% | +2.7% | +121.9% | +74.8% |
| YTD | +69.9% | +3.2% | +66.7% | +27.3% |
| 1Y | -2.6% | +4.9% | -7.5% | -37.2% |
| All | -2.6% | +4.9% | -7.5% | -37.2% |
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 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