+6.9%
INTU vs JAAA
+30.2%
-23.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.9% | +0.1% | -4.0% | -4.1% |
| 30D | +12.0% | +0.4% | +11.6% | +11.3% |
| 3M | +2.3% | +1.2% | +1.1% | +0.5% |
| 6M | -12.1% | +2.3% | -14.4% | -15.1% |
| YTD | -47.5% | +4.0% | -51.5% | -50.5% |
| 1Y | -46.9% | +4.8% | -51.7% | -50.4% |
| 3Y | -33.5% | +18.5% | -52.0% | -43.0% |
| 5Y | -41.2% | +27.5% | -68.7% | -52.5% |
| All | +6.9% | +30.2% | -23.3% | -15.1% |
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