+95.0%
AMDL vs JAAA
+14.6%
+80.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.1% | +9.1% | +8.1% |
| 7D | +4.5% | +0.2% | +4.4% | +2.2% |
| 30D | -4.4% | +0.5% | -4.9% | -11.0% |
| 3M | -30.5% | +1.3% | -31.8% | -41.6% |
| 6M | +300.9% | +2.7% | +298.2% | +182.7% |
| YTD | +219.9% | +3.2% | +216.8% | +113.7% |
| 1Y | +374.7% | +4.9% | +369.8% | +161.4% |
| All | +95.0% | +14.6% | +80.4% | +279.8% |
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 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