+57.4%
INTC vs JPM
+17.0%
+40.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.2% | -7.9% | -5.0% |
| 7D | -39.0% | +3.8% | -42.8% | -39.5% |
| 30D | -49.8% | +6.5% | -56.3% | -50.6% |
| 3M | -42.2% | -1.0% | -41.2% | -41.9% |
| 6M | -39.2% | +15.5% | -54.7% | -41.6% |
| YTD | +57.9% | +11.4% | +46.5% | +46.8% |
| 1Y | +57.4% | +16.1% | +41.3% | +41.4% |
| All | +57.4% | +17.0% | +40.3% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling