+270.0%
INTC vs ACM
+124.8%
+145.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +3.0% |
| 7D | +18.0% | -3.7% | +21.7% | +19.8% |
| 30D | +8.9% | -12.7% | +21.6% | +14.4% |
| 3M | -1.6% | -9.8% | +8.2% | +1.2% |
| 6M | +133.1% | -31.4% | +164.5% | +171.2% |
| YTD | +187.9% | -32.1% | +220.0% | +233.7% |
| 1Y | +334.7% | -47.8% | +382.5% | +466.7% |
| 3Y | +184.2% | -22.1% | +206.3% | +208.1% |
| 5Y | +116.0% | +1.8% | +114.2% | +107.9% |
| 10Y | +270.0% | +132.5% | +137.4% | +159.5% |
| All | +270.0% | +124.8% | +145.2% | +159.5% |
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