+57.4%
INTC vs AA
+13.9%
+43.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.5% | -4.9% |
| 7D | -39.0% | +0.9% | -39.9% | -39.1% |
| 30D | -49.8% | -6.4% | -43.4% | -48.4% |
| 3M | -42.2% | -13.0% | -29.3% | -39.3% |
| 6M | -39.2% | -34.6% | -4.5% | -29.6% |
| YTD | +57.9% | -23.0% | +81.0% | +69.8% |
| 1Y | +57.4% | +16.0% | +41.4% | +47.4% |
| All | +57.4% | +13.9% | +43.4% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling