-4.9%
AMT vs JAAA
+30.2%
-35.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +5.8% | +0.4% | +5.4% | +5.7% |
| 3M | +12.6% | +1.2% | +11.4% | +12.2% |
| 6M | +8.3% | +2.3% | +6.0% | +7.7% |
| YTD | +11.4% | +4.0% | +7.5% | +10.4% |
| 1Y | +7.7% | +4.8% | +2.9% | +6.4% |
| 3Y | +14.8% | +18.5% | -3.7% | +8.2% |
| 5Y | -18.0% | +27.5% | -45.4% | -26.3% |
| All | -4.9% | +30.2% | -35.2% | -12.6% |
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