+129.4%
INTC vs ALAB
+490.6%
-361.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.8% | -5.2% | +2.2% |
| 7D | +7.1% | +7.2% | -0.2% | +5.3% |
| 30D | -5.2% | -2.5% | -2.7% | -4.7% |
| 3M | -14.3% | -13.3% | -1.0% | -11.4% |
| 6M | +110.2% | +172.8% | -62.7% | +80.2% |
| YTD | +159.6% | +86.6% | +73.0% | +131.6% |
| 1Y | +289.3% | +65.2% | +224.1% | +247.1% |
| All | +129.4% | +490.6% | -361.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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