-67.4%
AMC vs JAAA
+18.9%
-86.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | -0.7% | +0.5% | -1.3% | -0.8% |
| 3M | +35.2% | +1.3% | +33.9% | +34.9% |
| 6M | +124.6% | +2.7% | +121.9% | +124.2% |
| YTD | +69.9% | +3.2% | +66.7% | +70.3% |
| 1Y | -2.6% | +4.9% | -7.5% | -0.6% |
| All | -67.4% | +18.9% | -86.3% | -63.6% |
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 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