-90.2%
AMC vs JAAA
+30.2%
-120.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | +5.5% | +0.1% | +5.4% | +5.6% |
| 30D | +16.1% | +0.4% | +15.7% | +16.8% |
| 3M | +43.0% | +1.2% | +41.8% | +45.4% |
| 6M | +130.7% | +2.3% | +128.4% | +138.5% |
| YTD | +121.8% | +3.9% | +117.9% | +135.4% |
| 1Y | +40.7% | +4.8% | +35.9% | +51.7% |
| 3Y | -56.8% | +18.5% | -75.3% | -39.5% |
| 5Y | -99.1% | +27.5% | -126.6% | -98.9% |
| All | -90.2% | +30.2% | -120.4% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling