+23.5%
INTC vs A
+15.8%
+7.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.4% |
| 7D | -4.0% | +1.4% | -5.4% | -4.5% |
| 30D | -44.5% | +4.3% | -48.8% | -45.1% |
| 3M | -40.4% | +19.8% | -60.2% | -45.0% |
| 6M | -53.5% | +54.4% | -107.8% | -62.8% |
| YTD | +57.5% | +31.7% | +25.8% | +37.0% |
| 1Y | +51.2% | +22.4% | +28.7% | +36.6% |
| 3Y | +51.6% | +67.7% | -16.1% | +14.0% |
| 5Y | +23.5% | +15.7% | +7.7% | +6.7% |
| All | +23.5% | +15.8% | +7.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling