-4.7%
AMT vs JAAA
+30.2%
-34.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +4.2% | +0.4% | +3.8% | +4.1% |
| 3M | +13.4% | +1.2% | +12.2% | +13.1% |
| 6M | +9.4% | +2.3% | +7.0% | +8.8% |
| YTD | +11.7% | +4.0% | +7.7% | +10.6% |
| 1Y | +7.1% | +4.8% | +2.4% | +5.9% |
| 3Y | +15.1% | +18.5% | -3.4% | +8.5% |
| 5Y | -17.9% | +27.5% | -45.4% | -26.2% |
| All | -4.7% | +30.2% | -34.9% | -12.4% |
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