-71.3%
AMC vs JAAA
+18.6%
-90.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.6% | +0.2% | +2.5% | +2.6% |
| 30D | +9.0% | +0.4% | +8.6% | +8.9% |
| 3M | +22.2% | +1.2% | +21.0% | +22.0% |
| 6M | +91.5% | +2.3% | +89.1% | +91.1% |
| YTD | +101.3% | +3.9% | +97.4% | +102.7% |
| 1Y | +20.8% | +4.8% | +15.9% | +22.9% |
| 3Y | -71.3% | +18.5% | -89.9% | -66.7% |
| All | -71.3% | +18.6% | -90.0% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling