+164.3%
INTC vs JAAA
+18.9%
+145.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.4% |
| 7D | +9.4% | +0.1% | +9.4% | +8.9% |
| 30D | +2.7% | +0.4% | +2.2% | -0.1% |
| 3M | -6.3% | +1.2% | -7.5% | -13.3% |
| 6M | +114.5% | +2.7% | +111.8% | +81.8% |
| YTD | +171.9% | +3.2% | +168.7% | +123.9% |
| 1Y | +305.0% | +4.8% | +300.2% | +205.2% |
| All | +164.3% | +18.9% | +145.4% | +8.8% |
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 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