+103.2%
INTC vs AGG
-2.6%
+105.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +7.5% | -1.1% | +8.5% | +8.4% |
| 30D | +2.0% | -1.1% | +3.1% | +3.0% |
| 3M | -12.0% | -1.9% | -10.1% | -10.5% |
| 6M | +114.5% | -1.7% | +116.3% | +118.1% |
| YTD | +179.0% | -1.3% | +180.3% | +182.8% |
| 1Y | +318.3% | -0.7% | +319.0% | +322.7% |
| 3Y | +171.2% | +12.5% | +158.7% | +149.3% |
| All | +103.2% | -2.6% | +105.8% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 5y: compounded portfolio wealth divided by compounded AGG 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…
5y analysis · Full analysis span regression · 6 months rolling