+121.2%
INTC vs AA
+48.4%
+72.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.9% | +6.8% |
| 7D | +7.3% | +1.1% | +6.1% | +7.2% |
| 30D | -38.3% | -1.3% | -37.1% | -37.9% |
| 3M | -36.0% | -23.9% | -12.1% | -31.3% |
| 6M | -51.7% | -36.8% | -14.9% | -45.9% |
| YTD | +69.4% | -22.2% | +91.5% | +79.3% |
| 1Y | +65.0% | +10.4% | +54.6% | +59.9% |
| 3Y | +63.0% | +72.0% | -9.0% | +39.0% |
| 5Y | +33.4% | -15.6% | +49.0% | +24.4% |
| 10Y | +121.2% | +47.8% | +73.4% | +55.2% |
| All | +121.2% | +48.4% | +72.8% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling