+121.2%
INTC vs ACGL
+329.5%
-208.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +7.3% | -1.4% | +8.6% | +7.6% |
| 30D | -38.3% | +12.4% | -50.7% | -41.0% |
| 3M | -36.0% | +11.1% | -47.1% | -38.9% |
| 6M | -51.7% | +16.3% | -68.1% | -55.2% |
| YTD | +69.4% | +13.8% | +55.6% | +56.6% |
| 1Y | +65.0% | +20.4% | +44.6% | +48.8% |
| 3Y | +63.0% | +33.6% | +29.4% | +38.1% |
| 5Y | +33.4% | +176.8% | -143.5% | -22.1% |
| 10Y | +121.2% | +324.6% | -203.4% | +7.6% |
| All | +121.2% | +329.5% | -208.3% | +7.6% |
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