+9,863.9%
INTC vs AME
+18,892.6%
-9,028.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +7.2% |
| 7D | +7.3% | +1.1% | +6.2% | +7.0% |
| 30D | -38.3% | -4.1% | -34.3% | -36.4% |
| 3M | -36.0% | -6.3% | -29.7% | -33.3% |
| 6M | -51.7% | +3.5% | -55.3% | -51.5% |
| YTD | +69.4% | +17.3% | +52.1% | +61.7% |
| 1Y | +65.0% | +22.0% | +43.0% | +54.9% |
| 3Y | +63.0% | +62.0% | +1.0% | +35.2% |
| 5Y | +33.4% | +78.5% | -45.1% | +6.2% |
| 10Y | +121.2% | +441.6% | -320.4% | +11.9% |
| All | +9,863.9% | +18,892.6% | -9,028.7% | +1,739.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling