+95.6%
INTC vs JAAA
+29.3%
+66.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.3% |
| 7D | +7.1% | +0.2% | +6.9% | +6.7% |
| 30D | -5.2% | +0.5% | -5.7% | -6.3% |
| 3M | -14.3% | +1.3% | -15.6% | -16.7% |
| 6M | +110.2% | +2.7% | +107.5% | +98.3% |
| YTD | +159.6% | +3.2% | +156.4% | +142.6% |
| 1Y | +289.3% | +4.9% | +284.3% | +252.5% |
| 3Y | +166.1% | +19.0% | +147.1% | +115.2% |
| 5Y | +94.4% | +26.8% | +67.6% | +51.8% |
| All | +95.6% | +29.3% | +66.3% | +41.6% |
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