+199.0%
AMD vs JAAA
+27.4%
+171.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | +0.2% | -11.2% | -11.2% |
| 30D | -30.5% | +0.4% | -30.9% | -30.8% |
| 3M | -8.2% | +1.2% | -9.4% | -9.3% |
| 6M | +6.6% | +2.3% | +4.2% | +4.2% |
| YTD | +109.7% | +3.9% | +105.8% | +102.8% |
| 1Y | +88.9% | +4.8% | +84.1% | +81.9% |
| 3Y | +301.8% | +18.5% | +283.3% | +336.4% |
| All | +199.0% | +27.4% | +171.6% | +244.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling