+46.1%
INTC vs AS
+131.9%
-85.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.4% | +10.0% | +8.0% |
| 7D | +7.3% | -3.0% | +10.3% | +8.0% |
| 30D | -38.3% | +9.6% | -47.9% | -39.7% |
| 3M | -36.0% | -8.2% | -27.9% | -35.1% |
| 6M | -51.7% | -9.9% | -41.8% | -50.9% |
| YTD | +69.4% | -16.8% | +86.2% | +73.4% |
| 1Y | +65.0% | +3.0% | +62.0% | +60.5% |
| All | +46.1% | +131.9% | -85.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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