+31.2%
INTC vs BA
-21.9%
+53.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.3% |
| 7D | +17.1% | -0.6% | +17.7% | +17.4% |
| 30D | -40.5% | -8.0% | -32.5% | -38.5% |
| 3M | -39.4% | -25.8% | -13.6% | -31.2% |
| 6M | -49.3% | -27.6% | -21.7% | -42.0% |
| YTD | +65.9% | -21.0% | +86.8% | +81.4% |
| 1Y | +61.5% | -12.3% | +73.8% | +68.4% |
| 3Y | +59.6% | -12.8% | +72.4% | +60.1% |
| 5Y | +31.2% | -22.4% | +53.5% | +30.3% |
| All | +31.2% | -21.9% | +53.1% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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