+58.1%
INTC vs JAAA
+18.5%
+39.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.8% |
| 7D | +6.0% | +0.1% | +5.9% | +5.3% |
| 30D | -39.2% | +0.4% | -39.6% | -40.9% |
| 3M | -42.9% | +1.2% | -44.1% | -47.2% |
| 6M | -50.4% | +2.3% | -52.7% | -57.3% |
| YTD | +61.7% | +4.0% | +57.7% | +26.3% |
| 1Y | +66.1% | +4.8% | +61.3% | +23.8% |
| 3Y | +58.1% | +18.4% | +39.7% | -37.3% |
| All | +58.1% | +18.5% | +39.6% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling