+482.4%
AMD vs JAAA
+29.3%
+453.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.6% |
| 7D | +2.6% | +0.2% | +2.4% | +2.4% |
| 30D | -0.9% | +0.5% | -1.5% | -1.4% |
| 3M | -8.7% | +1.3% | -10.0% | -9.7% |
| 6M | +136.3% | +2.7% | +133.7% | +131.3% |
| YTD | +123.0% | +3.2% | +119.8% | +117.8% |
| 1Y | +195.2% | +4.9% | +190.3% | +186.4% |
| 3Y | +336.3% | +19.0% | +317.3% | +379.7% |
| 5Y | +334.5% | +26.8% | +307.7% | +407.5% |
| All | +482.4% | +29.3% | +453.1% | +571.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling