-51.7%
INTC vs AME
+3.2%
-54.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +6.4% |
| 7D | +7.3% | +1.1% | +6.2% | +5.5% |
| 30D | -38.3% | -4.1% | -34.3% | -31.3% |
| 3M | -36.0% | -6.3% | -29.7% | -25.0% |
| 6M | -51.7% | +3.5% | -55.3% | -53.3% |
| All | -51.7% | +3.2% | -54.9% | -53.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling