+111.9%
INTC vs AME
+444.5%
-332.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.9% |
| 7D | +6.0% | +5.9% | +0.1% | +1.5% |
| 30D | -39.2% | -1.9% | -37.3% | -37.3% |
| 3M | -42.9% | -5.4% | -37.6% | -39.5% |
| 6M | -50.4% | +4.9% | -55.3% | -50.7% |
| YTD | +61.7% | +18.5% | +43.2% | +48.3% |
| 1Y | +66.1% | +25.5% | +40.7% | +46.5% |
| 3Y | +58.1% | +63.0% | -4.9% | +15.3% |
| 5Y | +27.9% | +78.3% | -50.5% | -13.1% |
| All | +111.9% | +444.5% | -332.5% | -11.7% |
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