+111.7%
INTC vs AA
+17.0%
+94.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.5% | +5.5% | +8.0% |
| 7D | +17.4% | +1.7% | +15.8% | +16.9% |
| 30D | +2.8% | +3.3% | -0.6% | +1.5% |
| 3M | -5.3% | -29.4% | +24.2% | +4.0% |
| 6M | +140.6% | -12.8% | +153.4% | +146.9% |
| YTD | +183.1% | -2.1% | +185.2% | +181.2% |
| 1Y | +326.8% | +62.8% | +264.0% | +266.2% |
| 3Y | +179.4% | +90.5% | +89.0% | +123.8% |
| 5Y | +111.7% | +19.1% | +92.7% | +79.4% |
| All | +111.7% | +17.0% | +94.7% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling