+334.7%
INTC vs Z
-64.1%
+398.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.6% |
| 7D | +18.0% | -7.1% | +25.0% | +17.0% |
| 30D | +8.9% | -4.8% | +13.7% | +8.4% |
| 3M | -1.6% | -9.3% | +7.8% | -0.5% |
| 6M | +133.1% | -29.0% | +162.1% | +138.0% |
| YTD | +187.9% | -52.9% | +240.8% | +195.9% |
| 1Y | +334.7% | -63.1% | +397.8% | +366.1% |
| All | +334.7% | -64.1% | +398.8% | +366.1% |
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