+259.2%
AMP vs JAAA
+29.3%
+229.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | -1.7% | +0.4% | -2.1% | -2.5% |
| 3M | +23.2% | +1.2% | +22.0% | +20.5% |
| 6M | +22.2% | +2.7% | +19.5% | +16.5% |
| YTD | +14.0% | +3.2% | +10.8% | +7.8% |
| 1Y | +14.0% | +4.8% | +9.2% | +4.9% |
| 3Y | +67.0% | +19.0% | +48.0% | +40.9% |
| 5Y | +123.2% | +26.8% | +96.4% | +80.3% |
| All | +259.2% | +29.3% | +229.9% | +167.2% |
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