+30.7%
AMCR vs JAAA
+4.8%
+26.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +6.2% | +0.2% | +6.1% | +5.5% |
| 30D | +16.0% | +0.4% | +15.6% | +13.9% |
| 3M | +4.4% | +1.2% | +3.2% | -0.9% |
| 6M | +35.5% | +2.3% | +33.2% | +23.7% |
| YTD | +21.5% | +3.9% | +17.7% | +11.0% |
| 1Y | +30.7% | +4.8% | +25.9% | +8.1% |
| All | +30.7% | +4.8% | +26.0% | +8.1% |
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