+58.1%
INTC vs JPM
+153.2%
-95.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.2% |
| 7D | +6.0% | +3.5% | +2.5% | +3.6% |
| 30D | -39.2% | +3.3% | -42.5% | -40.2% |
| 3M | -42.9% | -4.2% | -38.8% | -41.3% |
| 6M | -50.4% | +16.4% | -66.8% | -55.5% |
| YTD | +61.7% | +9.5% | +52.2% | +49.8% |
| 1Y | +66.1% | +14.0% | +52.1% | +48.4% |
| 3Y | +58.1% | +153.1% | -94.9% | -34.0% |
| All | +58.1% | +153.2% | -95.1% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling