+207.6%
INTC vs ALLE
+327.3%
-119.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.9% | +8.6% | +8.2% |
| 7D | -14.4% | -0.6% | -13.9% | -14.3% |
| 30D | -50.2% | +25.3% | -75.6% | -55.9% |
| 3M | -43.6% | +10.3% | -53.9% | -46.9% |
| 6M | -50.2% | +38.0% | -88.2% | -58.6% |
| YTD | +52.5% | +17.8% | +34.7% | +36.3% |
| 1Y | +51.1% | +13.6% | +37.5% | +37.6% |
| 3Y | +50.3% | +89.2% | -38.9% | +3.4% |
| 5Y | +19.2% | +51.1% | -31.9% | -9.5% |
| 10Y | +105.1% | +228.1% | -123.0% | +5.9% |
| All | +207.6% | +327.3% | -119.7% | +46.5% |
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