+111.9%
INTC vs APD
+191.9%
-80.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +6.0% | +3.8% | +2.2% | +4.0% |
| 30D | -39.2% | +8.2% | -47.4% | -41.9% |
| 3M | -42.9% | +4.3% | -47.2% | -44.7% |
| 6M | -50.4% | +4.7% | -55.1% | -52.3% |
| YTD | +61.7% | +31.5% | +30.1% | +36.3% |
| 1Y | +66.1% | +23.5% | +42.6% | +44.3% |
| 3Y | +58.1% | +29.1% | +29.0% | +30.6% |
| 5Y | +27.9% | +15.9% | +12.0% | +9.1% |
| All | +111.9% | +191.9% | -80.0% | -1.5% |
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