+88.9%
AMD vs JAAA
+4.8%
+84.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +10.5% |
| 7D | -11.0% | +0.2% | -11.2% | -12.8% |
| 30D | -30.5% | +0.4% | -30.9% | -34.5% |
| 3M | -8.2% | +1.2% | -9.4% | -22.3% |
| 6M | +6.6% | +2.3% | +4.2% | -24.7% |
| YTD | +109.7% | +3.9% | +105.8% | +22.1% |
| 1Y | +88.9% | +4.8% | +84.1% | +6.5% |
| All | +88.9% | +4.8% | +84.1% | +6.5% |
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