+109.3%
INTC vs B
+183.2%
-74.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +4.6% |
| 7D | -1.0% | +11.3% | -12.3% | -3.4% |
| 30D | -43.3% | +2.9% | -46.2% | -43.6% |
| 3M | -41.6% | -2.9% | -38.7% | -41.3% |
| 6M | -52.5% | -1.2% | -51.3% | -52.5% |
| YTD | +60.9% | -1.3% | +62.2% | +60.3% |
| 1Y | +55.7% | +30.4% | +25.3% | +47.6% |
| 3Y | +59.2% | +195.3% | -136.1% | +30.1% |
| 5Y | +25.0% | +146.2% | -121.2% | +3.4% |
| 10Y | +109.3% | +200.5% | -91.2% | +70.9% |
| All | +109.3% | +183.2% | -74.0% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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