-0.9%
INTU vs JAAA
+29.3%
-30.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -7.5% | +0.1% | -7.6% | -7.7% |
| 30D | -1.9% | +0.5% | -2.4% | -2.6% |
| 3M | +4.9% | +1.2% | +3.6% | +3.0% |
| 6M | -33.2% | +2.8% | -36.1% | -35.9% |
| YTD | -51.4% | +3.2% | -54.6% | -53.6% |
| 1Y | -52.0% | +4.8% | -56.8% | -55.2% |
| 3Y | -40.7% | +19.0% | -59.7% | -48.8% |
| 5Y | -41.7% | +26.8% | -68.5% | -52.4% |
| All | -0.9% | +29.3% | -30.2% | -20.4% |
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