+1,080.5%
INTC vs FDS
+10,448.9%
-9,368.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.8% |
| 7D | +17.1% | -2.6% | +19.7% | +18.0% |
| 30D | -40.5% | +14.1% | -54.5% | -43.6% |
| 3M | -39.4% | +19.8% | -59.2% | -44.1% |
| 6M | -49.3% | +55.0% | -104.2% | -58.9% |
| YTD | +65.9% | +15.9% | +50.0% | +45.9% |
| 1Y | +61.5% | +24.2% | +37.3% | +38.0% |
| 3Y | +59.6% | -24.0% | +83.6% | +60.9% |
| 5Y | +31.2% | -23.3% | +54.5% | +30.3% |
| 10Y | +116.6% | +128.0% | -11.4% | +41.3% |
| All | +1,080.5% | +10,448.9% | -9,368.4% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling