+121.7%
INTC vs ALC
+20.4%
+101.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +18.0% | -5.3% | +23.3% | +20.5% |
| 30D | +8.9% | -7.1% | +16.0% | +11.9% |
| 3M | -1.6% | +0.8% | -2.3% | -3.1% |
| 6M | +133.1% | -16.0% | +149.1% | +147.2% |
| YTD | +187.9% | -12.7% | +200.7% | +198.8% |
| 1Y | +334.7% | -12.8% | +347.5% | +349.7% |
| 3Y | +184.2% | -15.8% | +200.0% | +197.1% |
| 5Y | +116.0% | -16.7% | +132.7% | +121.8% |
| All | +121.7% | +20.4% | +101.4% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling