+117.4%
INTC vs AME
+442.0%
-324.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.5% |
| 7D | +17.1% | +8.1% | +9.0% | +10.5% |
| 30D | -40.5% | -3.8% | -36.7% | -37.7% |
| 3M | -39.4% | -6.6% | -32.8% | -35.1% |
| 6M | -49.3% | +4.6% | -53.8% | -49.4% |
| YTD | +65.9% | +17.9% | +47.9% | +52.6% |
| 1Y | +61.5% | +23.2% | +38.3% | +44.3% |
| 3Y | +59.6% | +62.9% | -3.3% | +16.4% |
| 5Y | +31.2% | +77.5% | -46.4% | -10.5% |
| All | +117.4% | +442.0% | -324.6% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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