+224.3%
INTC vs ACGL
+270.2%
-45.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.2% | +5.1% |
| 7D | +7.1% | -0.7% | +7.8% | +7.3% |
| 30D | -5.2% | -1.0% | -4.2% | -5.0% |
| 3M | -14.3% | +11.0% | -25.3% | -18.8% |
| 6M | +110.2% | -0.3% | +110.5% | +106.5% |
| YTD | +159.6% | +2.3% | +157.3% | +151.1% |
| 1Y | +289.3% | +6.4% | +282.9% | +268.5% |
| 3Y | +166.1% | +34.0% | +132.1% | +123.9% |
| 5Y | +94.4% | +161.6% | -67.3% | +15.7% |
| All | +224.3% | +270.2% | -45.9% | +59.7% |
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