+50.3%
INTC vs ACM
-12.3%
+62.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | -14.4% | +5.4% | -19.8% | -16.2% |
| 30D | -50.2% | +15.1% | -65.4% | -53.1% |
| 3M | -43.6% | -10.5% | -33.2% | -41.1% |
| 6M | -50.2% | -19.7% | -30.5% | -45.0% |
| YTD | +52.5% | -28.8% | +81.3% | +77.6% |
| 1Y | +51.1% | -47.9% | +99.0% | +114.8% |
| 3Y | +50.3% | -12.4% | +62.6% | +57.1% |
| All | +50.3% | -12.3% | +62.6% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling