+252.1%
INTC vs JPM
+600.5%
-348.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.9% | +2.2% |
| 7D | +7.5% | -0.7% | +8.1% | +7.8% |
| 30D | +2.0% | -2.5% | +4.4% | +3.2% |
| 3M | -12.0% | +14.1% | -26.1% | -18.7% |
| 6M | +114.5% | +25.1% | +89.5% | +87.8% |
| YTD | +179.0% | +12.1% | +166.8% | +158.7% |
| 1Y | +318.3% | +18.8% | +299.5% | +274.2% |
| 3Y | +171.2% | +163.4% | +7.8% | +55.8% |
| 5Y | +107.6% | +156.5% | -49.0% | +18.3% |
| All | +252.1% | +600.5% | -348.3% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling