+116.0%
INTC vs AME
+83.9%
+32.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.2% |
| 7D | +18.0% | +1.3% | +16.7% | +16.7% |
| 30D | +8.9% | -6.6% | +15.5% | +15.5% |
| 3M | -1.6% | +3.0% | -4.5% | -2.7% |
| 6M | +133.1% | +5.3% | +127.8% | +126.3% |
| YTD | +187.9% | +15.4% | +172.5% | +161.8% |
| 1Y | +334.7% | +26.8% | +307.9% | +266.7% |
| 3Y | +184.2% | +56.5% | +127.7% | +101.2% |
| 5Y | +116.0% | +85.2% | +30.8% | +28.9% |
| All | +116.0% | +83.9% | +32.1% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling