-13.1%
AMT vs JAAA
+29.3%
-42.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +3.7% | +0.5% | +3.3% | +3.6% |
| 3M | -7.2% | +1.2% | -8.4% | -7.5% |
| 6M | -4.2% | +2.7% | -6.9% | -4.8% |
| YTD | +1.9% | +3.2% | -1.3% | +1.1% |
| 1Y | -6.4% | +4.8% | -11.2% | -7.5% |
| 3Y | +7.7% | +19.0% | -11.3% | +1.3% |
| 5Y | -30.9% | +26.8% | -57.7% | -37.7% |
| All | -13.1% | +29.3% | -42.4% | -20.0% |
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