+111.9%
INTC vs AG
+76.0%
+35.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.2% |
| 7D | +6.0% | -10.0% | +16.0% | +7.6% |
| 30D | -39.2% | -10.5% | -28.7% | -38.1% |
| 3M | -42.9% | -27.3% | -15.7% | -40.5% |
| 6M | -50.4% | -43.0% | -7.4% | -46.8% |
| YTD | +61.7% | -17.9% | +79.6% | +64.0% |
| 1Y | +66.1% | +11.9% | +54.2% | +62.4% |
| 3Y | +58.1% | +201.8% | -143.7% | +34.0% |
| 5Y | +27.9% | -0.1% | +27.9% | +16.0% |
| All | +111.9% | +76.0% | +35.9% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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