+96.7%
AMGN vs JAAA
+29.4%
+67.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -13.7% | +0.1% | -13.8% | -13.7% |
| 30D | -8.8% | +0.5% | -9.3% | -9.2% |
| 3M | +7.2% | +1.3% | +5.9% | +6.2% |
| 6M | +1.3% | +2.8% | -1.5% | -0.8% |
| YTD | +17.6% | +3.3% | +14.4% | +14.9% |
| 1Y | +37.2% | +4.9% | +32.2% | +32.5% |
| 3Y | +57.7% | +19.0% | +38.8% | +47.6% |
| 5Y | +106.3% | +26.9% | +79.4% | +91.2% |
| All | +96.7% | +29.4% | +67.3% | +73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling