+15,172.7%
INTC vs APD
+6,115.6%
+9,057.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.9% |
| 7D | +7.1% | -2.2% | +9.3% | +8.1% |
| 30D | -5.2% | +2.1% | -7.3% | -6.3% |
| 3M | -14.3% | +7.2% | -21.5% | -17.5% |
| 6M | +110.2% | +11.2% | +98.9% | +99.2% |
| YTD | +159.6% | +24.4% | +135.2% | +133.4% |
| 1Y | +289.3% | +6.7% | +282.6% | +270.3% |
| 3Y | +166.1% | +9.2% | +156.8% | +146.2% |
| 5Y | +94.4% | +27.4% | +67.0% | +66.6% |
| 10Y | +227.7% | +164.8% | +62.9% | +104.5% |
| All | +15,172.7% | +6,115.6% | +9,057.1% | +2,548.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling