+423.7%
INTC vs ALLE
+260.9%
+162.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.0% |
| 7D | +7.1% | -0.2% | +7.3% | +7.2% |
| 30D | -5.2% | -6.8% | +1.6% | -1.8% |
| 3M | -14.3% | +21.0% | -35.3% | -23.0% |
| 6M | +110.2% | +1.1% | +109.1% | +106.6% |
| YTD | +159.6% | -0.5% | +160.2% | +155.4% |
| 1Y | +289.3% | -7.3% | +296.5% | +296.8% |
| 3Y | +166.1% | +42.3% | +123.8% | +114.0% |
| 5Y | +94.4% | +13.5% | +80.9% | +72.0% |
| 10Y | +227.7% | +144.0% | +83.7% | +96.3% |
| All | +423.7% | +260.9% | +162.8% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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