+167.6%
INTC vs A
+543.3%
-375.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.8% |
| 7D | +6.0% | -0.5% | +6.5% | +6.2% |
| 30D | -39.2% | 0.0% | -39.2% | -38.7% |
| 3M | -42.9% | +16.7% | -59.6% | -46.2% |
| 6M | -50.4% | +54.8% | -105.2% | -59.0% |
| YTD | +61.7% | +28.8% | +32.9% | +44.1% |
| 1Y | +66.1% | +19.3% | +46.8% | +52.8% |
| 3Y | +58.1% | +65.5% | -7.4% | +25.7% |
| 5Y | +27.9% | +12.1% | +15.8% | +17.5% |
| 10Y | +111.1% | +305.4% | -194.2% | +15.0% |
| All | +167.6% | +543.3% | -375.7% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling