+15,172.7%
INTC vs AA
+295.2%
+14,877.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +5.1% |
| 7D | +7.1% | -0.7% | +7.8% | +7.2% |
| 30D | -5.2% | +5.0% | -10.2% | -6.9% |
| 3M | -14.3% | -35.8% | +21.5% | -2.9% |
| 6M | +110.2% | -18.4% | +128.6% | +120.0% |
| YTD | +159.6% | -5.5% | +165.1% | +160.2% |
| 1Y | +289.3% | +61.0% | +228.3% | +232.1% |
| 3Y | +166.1% | +66.2% | +99.8% | +115.4% |
| 5Y | +94.4% | +11.4% | +83.0% | +61.0% |
| 10Y | +227.7% | +116.9% | +110.8% | +81.4% |
| All | +15,172.7% | +295.2% | +14,877.6% | +4,951.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling