+331.1%
AMD vs JAAA
+18.9%
+312.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.2% |
| 7D | +2.6% | +0.2% | +2.4% | +1.6% |
| 30D | -0.9% | +0.5% | -1.5% | -3.8% |
| 3M | -8.7% | +1.3% | -10.0% | -15.1% |
| 6M | +136.3% | +2.7% | +133.7% | +104.0% |
| YTD | +123.0% | +3.2% | +119.8% | +88.2% |
| 1Y | +195.2% | +4.9% | +190.3% | +130.2% |
| All | +331.1% | +18.9% | +312.2% | +278.0% |
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