+17.7%
INTC vs BA
-23.0%
+40.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.5% | +7.2% | +7.5% |
| 7D | -14.4% | +1.1% | -15.5% | -14.9% |
| 30D | -50.2% | -7.9% | -42.3% | -48.7% |
| 3M | -43.6% | -25.3% | -18.3% | -36.2% |
| 6M | -50.2% | -24.6% | -25.6% | -44.0% |
| YTD | +52.5% | -20.1% | +72.7% | +66.1% |
| 1Y | +51.1% | -11.8% | +62.9% | +57.1% |
| 3Y | +50.3% | -10.1% | +60.4% | +48.9% |
| All | +17.7% | -23.0% | +40.7% | +16.4% |
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