+373.4%
INTC vs AG
+312.9%
+60.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.8% | +5.0% |
| 7D | -1.0% | +10.8% | -11.8% | -2.1% |
| 30D | -43.3% | -8.2% | -35.1% | -42.7% |
| 3M | -41.6% | -13.7% | -27.9% | -40.7% |
| 6M | -52.5% | -27.3% | -25.2% | -51.0% |
| YTD | +60.9% | -4.6% | +65.4% | +60.1% |
| 1Y | +55.7% | +39.4% | +16.3% | +49.5% |
| 3Y | +59.2% | +244.1% | -184.9% | +37.2% |
| 5Y | +25.0% | +16.8% | +8.3% | +15.1% |
| 10Y | +109.3% | +71.7% | +37.6% | +76.1% |
| All | +373.4% | +312.9% | +60.4% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling