-12.5%
AMC vs JAAA
+4.9%
-17.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -4.1% |
| 7D | -6.8% | +0.1% | -6.9% | -7.8% |
| 30D | +1.7% | +0.5% | +1.2% | -2.7% |
| 3M | +26.8% | +1.2% | +25.6% | +11.6% |
| 6M | +117.7% | +2.7% | +115.0% | +69.2% |
| YTD | +57.7% | +3.2% | +54.5% | +18.8% |
| 1Y | -12.5% | +4.8% | -17.3% | -41.6% |
| All | -12.5% | +4.9% | -17.3% | -41.6% |
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