+319.5%
INTC vs ACM
+233.3%
+86.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -53.0% |
| 3M | -43.6% | -10.5% | -33.2% | -41.9% |
| 6M | -50.2% | -19.7% | -30.5% | -46.8% |
| YTD | +52.5% | -28.8% | +81.3% | +69.8% |
| 1Y | +51.1% | -47.9% | +99.0% | +89.1% |
| 3Y | +50.3% | -12.4% | +62.6% | +54.0% |
| 5Y | +19.2% | +0.6% | +18.6% | +15.4% |
| 10Y | +105.1% | +161.3% | -56.1% | +31.5% |
| All | +319.5% | +233.3% | +86.1% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling