+111.7%
INTC vs APD
+26.2%
+85.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.2% | +10.2% | +9.5% |
| 7D | +17.4% | -2.5% | +19.9% | +18.5% |
| 30D | +2.8% | -1.9% | +4.7% | +3.3% |
| 3M | -5.3% | +8.2% | -13.5% | -9.1% |
| 6M | +140.6% | +10.7% | +129.9% | +128.4% |
| YTD | +183.1% | +22.9% | +160.2% | +155.5% |
| 1Y | +326.8% | +5.8% | +321.0% | +310.2% |
| 3Y | +179.4% | +7.8% | +171.7% | +163.8% |
| 5Y | +111.7% | +26.1% | +85.6% | +69.3% |
| All | +111.7% | +26.2% | +85.5% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling