+111.7%
INTC vs ACI
-44.9%
+156.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -3.3% | +12.3% | +9.1% |
| 7D | +17.4% | -2.6% | +20.0% | +17.4% |
| 30D | +2.8% | +1.1% | +1.7% | +2.7% |
| 3M | -5.3% | -23.6% | +18.4% | -4.5% |
| 6M | +140.6% | -29.9% | +170.5% | +143.8% |
| YTD | +183.1% | -26.9% | +210.0% | +184.9% |
| 1Y | +326.8% | -34.2% | +361.0% | +336.0% |
| 3Y | +179.4% | -43.6% | +223.1% | +191.6% |
| 5Y | +111.7% | -42.4% | +154.1% | +119.3% |
| All | +111.7% | -44.9% | +156.6% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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