+252.1%
INTC vs AME
+445.1%
-192.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.6% | +0.2% |
| 7D | +7.5% | +1.7% | +5.7% | +6.1% |
| 30D | +2.0% | -6.4% | +8.4% | +7.2% |
| 3M | -12.0% | +7.1% | -19.1% | -15.3% |
| 6M | +114.5% | +8.2% | +106.4% | +105.4% |
| YTD | +179.0% | +18.2% | +160.8% | +152.2% |
| 1Y | +318.3% | +26.7% | +291.5% | +259.0% |
| 3Y | +171.2% | +60.7% | +110.5% | +96.8% |
| 5Y | +107.6% | +91.6% | +16.0% | +32.8% |
| All | +252.1% | +445.1% | -192.9% | +44.7% |
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