+1,105.6%
INTC vs FDS
+10,549.7%
-9,444.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.8% | +6.6% |
| 7D | +7.3% | -2.1% | +9.4% | +7.9% |
| 30D | -38.3% | +16.0% | -54.3% | -41.9% |
| 3M | -36.0% | +18.8% | -54.8% | -40.9% |
| 6M | -51.7% | +54.1% | -105.8% | -60.7% |
| YTD | +69.4% | +17.0% | +52.4% | +48.6% |
| 1Y | +65.0% | +25.5% | +39.5% | +40.4% |
| 3Y | +63.0% | -23.3% | +86.3% | +63.8% |
| 5Y | +33.4% | -22.6% | +56.0% | +32.1% |
| 10Y | +121.2% | +130.2% | -9.0% | +43.9% |
| All | +1,105.6% | +10,549.7% | -9,444.2% | +159.5% |
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