+357.3%
AMD vs JAAA
+18.5%
+338.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -9.0% |
| 7D | +18.9% | +0.1% | +18.8% | +18.3% |
| 30D | -6.4% | +0.4% | -6.9% | -8.7% |
| 3M | +10.6% | +1.2% | +9.4% | +3.2% |
| 6M | +19.9% | +2.3% | +17.6% | +5.0% |
| YTD | +149.4% | +4.0% | +145.4% | +100.2% |
| 1Y | +115.4% | +4.8% | +110.6% | +66.4% |
| 3Y | +357.3% | +18.4% | +338.8% | +368.3% |
| All | +357.3% | +18.5% | +338.8% | +368.3% |
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