-92.8%
AMC vs JAAA
+29.3%
-122.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.6% |
| 30D | -1.2% | +0.5% | -1.6% | -0.5% |
| 3M | +42.2% | +1.2% | +41.0% | +44.8% |
| 6M | +118.8% | +2.8% | +116.0% | +128.5% |
| YTD | +64.1% | +3.2% | +60.9% | +72.4% |
| 1Y | -9.5% | +4.8% | -14.4% | -2.0% |
| 3Y | -64.3% | +19.0% | -83.3% | -49.5% |
| 5Y | -99.5% | +26.8% | -126.3% | -99.3% |
| All | -92.8% | +29.3% | -122.0% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling