+9,364.9%
INTC vs APD
+6,318.0%
+3,046.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.4% | +4.6% |
| 7D | -1.0% | -1.6% | +0.6% | -0.3% |
| 30D | -43.3% | +10.6% | -53.9% | -45.9% |
| 3M | -41.6% | +2.5% | -44.1% | -42.7% |
| 6M | -52.5% | +6.0% | -58.4% | -54.2% |
| YTD | +60.9% | +28.4% | +32.5% | +41.8% |
| 1Y | +55.7% | +22.2% | +33.6% | +39.7% |
| 3Y | +59.2% | +26.6% | +32.6% | +38.3% |
| 5Y | +25.0% | +11.8% | +13.3% | +12.8% |
| 10Y | +109.3% | +187.8% | -78.5% | +25.4% |
| All | +9,364.9% | +6,318.0% | +3,046.9% | +1,508.8% |
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