+106.4%
INTC vs APD
+187.0%
-80.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -4.0% | -0.2% | -3.8% | -3.8% |
| 30D | -44.5% | +11.0% | -55.5% | -47.7% |
| 3M | -40.4% | +1.3% | -41.7% | -41.4% |
| 6M | -53.5% | +6.4% | -59.8% | -55.7% |
| YTD | +57.5% | +28.9% | +28.6% | +34.1% |
| 1Y | +51.2% | +23.2% | +28.0% | +31.3% |
| 3Y | +51.6% | +26.3% | +25.3% | +26.6% |
| 5Y | +23.5% | +12.0% | +11.4% | +7.4% |
| 10Y | +106.4% | +183.2% | -76.8% | -4.3% |
| All | +106.4% | +187.0% | -80.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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