+463.3%
INTC vs AMCR
+97.2%
+366.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.5% |
| 7D | +18.0% | -6.3% | +24.3% | +20.1% |
| 30D | +8.9% | -7.1% | +16.1% | +11.1% |
| 3M | -1.6% | +12.7% | -14.2% | -5.7% |
| 6M | +133.1% | +5.2% | +127.9% | +127.7% |
| YTD | +187.9% | +8.1% | +179.9% | +177.0% |
| 1Y | +334.7% | +11.7% | +323.0% | +313.5% |
| 3Y | +184.2% | +9.9% | +174.3% | +168.9% |
| 5Y | +116.0% | -8.7% | +124.7% | +115.7% |
| 10Y | +270.0% | +16.8% | +253.2% | +235.6% |
| All | +463.3% | +97.2% | +366.1% | +407.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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