+0.4%
INTC vs APP
+485.7%
-485.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.8% | +0.7% | +4.8% |
| 7D | -1.0% | +79.2% | -80.2% | -9.9% |
| 30D | -43.3% | +48.0% | -91.3% | -46.7% |
| 3M | -41.6% | +18.2% | -59.8% | -43.4% |
| 6M | -52.5% | -12.5% | -40.0% | -52.5% |
| YTD | +60.9% | -39.2% | +100.0% | +66.2% |
| 1Y | +55.7% | -33.9% | +89.6% | +58.6% |
| 3Y | +59.2% | +933.3% | -874.1% | -2.1% |
| 5Y | +25.0% | +295.9% | -270.8% | -21.1% |
| All | +0.4% | +485.7% | -485.3% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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