+57.4%
INTC vs AUR
-17.4%
+74.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.7% | -2.0% |
| 7D | -39.0% | -19.8% | -19.2% | -33.7% |
| 30D | -49.8% | -29.0% | -20.8% | -43.1% |
| 3M | -42.2% | -43.6% | +1.3% | -29.2% |
| 6M | -39.2% | -36.6% | -2.5% | -29.4% |
| YTD | +57.9% | +6.3% | +51.7% | +54.6% |
| 1Y | +57.4% | -9.0% | +66.4% | +60.3% |
| All | +57.4% | -17.4% | +74.8% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling