+334.7%
INTC vs FDS
-23.8%
+358.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +0.1% |
| 7D | +18.0% | -8.8% | +26.8% | +13.4% |
| 30D | +8.9% | -1.4% | +10.3% | +8.8% |
| 3M | -1.6% | +13.9% | -15.4% | +7.6% |
| 6M | +133.1% | +27.4% | +105.7% | +164.9% |
| YTD | +187.9% | -2.5% | +190.4% | +195.8% |
| 1Y | +334.7% | -23.8% | +358.5% | +239.9% |
| All | +334.7% | -23.8% | +358.5% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling