+106.4%
INTC vs ACM
+133.7%
-27.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -4.0% | +6.6% | -10.6% | -6.6% |
| 30D | -44.5% | +19.8% | -64.3% | -48.8% |
| 3M | -40.4% | -3.1% | -37.3% | -40.4% |
| 6M | -53.5% | -11.5% | -42.0% | -51.8% |
| YTD | +57.5% | -24.7% | +82.2% | +74.3% |
| 1Y | +51.2% | -45.1% | +96.2% | +92.8% |
| 3Y | +51.6% | -8.9% | +60.5% | +53.2% |
| 5Y | +23.5% | +5.4% | +18.1% | +16.3% |
| 10Y | +106.4% | +131.1% | -24.7% | +37.0% |
| All | +106.4% | +133.7% | -27.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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