+107.4%
INTC vs AUR
-35.0%
+142.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +18.0% | +11.1% | +6.9% | +16.1% |
| 30D | +8.9% | -6.9% | +15.8% | +10.0% |
| 3M | -1.6% | +5.5% | -7.1% | -2.3% |
| 6M | +133.1% | +41.0% | +92.1% | +119.8% |
| YTD | +187.9% | +69.3% | +118.6% | +164.6% |
| 1Y | +334.7% | +14.0% | +320.7% | +319.5% |
| 3Y | +184.2% | +90.1% | +94.1% | +137.8% |
| 5Y | +116.0% | -34.4% | +150.4% | +75.5% |
| All | +107.4% | -35.0% | +142.4% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling