-12.8%
AMT vs JAAA
+29.3%
-42.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +4.6% | +0.5% | +4.1% | +4.5% |
| 3M | -8.4% | +1.3% | -9.7% | -8.7% |
| 6M | -6.0% | +2.7% | -8.7% | -6.6% |
| YTD | +2.1% | +3.2% | -1.1% | +1.3% |
| 1Y | -6.4% | +4.9% | -11.3% | -7.6% |
| 3Y | +8.1% | +19.0% | -10.9% | +1.6% |
| 5Y | -31.9% | +26.8% | -58.7% | -38.6% |
| All | -12.8% | +29.3% | -42.1% | -19.8% |
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