+98.4%
INTC vs ACGL
+329.0%
-230.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.0% | +10.7% | +8.6% |
| 7D | -14.4% | +0.9% | -15.3% | -14.9% |
| 30D | -50.2% | +13.7% | -64.0% | -52.7% |
| 3M | -43.6% | +8.0% | -51.7% | -45.7% |
| 6M | -50.2% | +13.3% | -63.5% | -53.4% |
| YTD | +52.5% | +11.8% | +40.7% | +41.8% |
| 1Y | +51.1% | +22.2% | +28.9% | +35.2% |
| 3Y | +50.3% | +32.5% | +17.8% | +27.5% |
| 5Y | +19.2% | +160.2% | -141.0% | -28.5% |
| All | +98.4% | +329.0% | -230.6% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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