+301.8%
AMD vs JAAA
+18.6%
+283.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +10.8% |
| 7D | -11.0% | +0.2% | -11.2% | -11.9% |
| 30D | -30.5% | +0.4% | -30.9% | -32.2% |
| 3M | -8.2% | +1.2% | -9.4% | -14.3% |
| 6M | +6.6% | +2.3% | +4.2% | -6.8% |
| YTD | +109.7% | +3.9% | +105.8% | +69.6% |
| 1Y | +88.9% | +4.8% | +84.1% | +46.3% |
| 3Y | +301.8% | +18.5% | +283.3% | +264.8% |
| All | +301.8% | +18.6% | +283.2% | +264.8% |
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