+103.2%
INTC vs AUR
-35.1%
+138.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.4% |
| 7D | +7.5% | +1.4% | +6.0% | +7.3% |
| 30D | +2.0% | -6.4% | +8.4% | +2.9% |
| 3M | -12.0% | +7.7% | -19.7% | -12.9% |
| 6M | +114.5% | +44.5% | +70.1% | +101.8% |
| YTD | +179.0% | +67.4% | +111.5% | +156.8% |
| 1Y | +318.3% | +15.4% | +302.8% | +303.3% |
| 3Y | +171.2% | +94.8% | +76.4% | +126.5% |
| All | +103.2% | -35.1% | +138.3% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling