+614.0%
INTC vs ACM
+230.8%
+383.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.7% |
| 7D | +7.1% | -3.7% | +10.8% | +8.6% |
| 30D | -5.2% | -11.1% | +5.9% | -1.5% |
| 3M | -14.3% | -8.0% | -6.3% | -12.6% |
| 6M | +110.2% | -29.7% | +139.8% | +137.9% |
| YTD | +159.6% | -29.4% | +189.0% | +191.4% |
| 1Y | +289.3% | -46.4% | +335.7% | +385.9% |
| 3Y | +166.1% | -22.3% | +188.4% | +186.6% |
| 5Y | +94.4% | +4.5% | +89.9% | +86.1% |
| 10Y | +227.7% | +127.6% | +100.1% | +121.7% |
| All | +614.0% | +230.8% | +383.2% | +253.6% |
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