+57.4%
INTC vs Z
-54.2%
+111.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +9.4% | -13.2% | -1.9% |
| 7D | -39.0% | +10.2% | -49.2% | -37.7% |
| 30D | -49.8% | +23.7% | -73.5% | -47.7% |
| 3M | -42.2% | -6.6% | -35.7% | -41.8% |
| 6M | -39.2% | -23.0% | -16.2% | -36.4% |
| YTD | +57.9% | -50.3% | +108.2% | +64.9% |
| 1Y | +57.4% | -53.6% | +110.9% | +67.5% |
| All | +57.4% | -54.2% | +111.5% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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