+160.7%
INTC vs A
+557.8%
-397.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.5% |
| 7D | -4.0% | +1.4% | -5.4% | -4.4% |
| 30D | -44.5% | +4.3% | -48.8% | -45.0% |
| 3M | -40.4% | +19.8% | -60.2% | -44.4% |
| 6M | -53.5% | +54.4% | -107.8% | -61.6% |
| YTD | +57.5% | +31.7% | +25.8% | +39.1% |
| 1Y | +51.2% | +22.4% | +28.7% | +37.6% |
| 3Y | +51.6% | +67.7% | -16.1% | +19.9% |
| 5Y | +23.5% | +15.7% | +7.7% | +12.0% |
| 10Y | +106.4% | +308.7% | -202.3% | +11.9% |
| All | +160.7% | +557.8% | -397.1% | -8.0% |
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