+17.5%
INTC vs ALC
+31.8%
-14.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.1% | +9.8% | +8.5% |
| 7D | -14.4% | +4.9% | -19.3% | -16.3% |
| 30D | -50.2% | +19.0% | -69.2% | -53.9% |
| 3M | -43.6% | +7.8% | -51.4% | -46.0% |
| 6M | -50.2% | +14.6% | -64.8% | -54.2% |
| YTD | +52.5% | -4.4% | +57.0% | +51.3% |
| 1Y | +51.1% | +1.4% | +49.7% | +45.5% |
| 3Y | +50.3% | +2.5% | +47.8% | +42.7% |
| 5Y | +19.2% | -10.9% | +30.1% | +18.5% |
| All | +17.5% | +31.8% | -14.4% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling