+336.0%
AMKR vs JAAA
+29.3%
+306.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +8.9% | +0.1% | +8.8% | +8.6% |
| 30D | -2.7% | +0.5% | -3.1% | -3.8% |
| 3M | -27.5% | +1.2% | -28.7% | -29.7% |
| 6M | +19.4% | +2.7% | +16.7% | +11.7% |
| YTD | +30.7% | +3.2% | +27.5% | +21.0% |
| 1Y | +107.9% | +4.8% | +103.1% | +86.1% |
| 3Y | +136.1% | +19.0% | +117.1% | +98.9% |
| 5Y | +96.6% | +26.8% | +69.8% | +64.0% |
| All | +336.0% | +29.3% | +306.7% | +234.6% |
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