+121.2%
INTC vs ALLY
+182.4%
-61.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +6.9% |
| 7D | +7.3% | -2.8% | +10.0% | +8.4% |
| 30D | -38.3% | +1.9% | -40.2% | -38.6% |
| 3M | -36.0% | -12.1% | -23.9% | -33.0% |
| 6M | -51.7% | -9.0% | -42.7% | -50.1% |
| YTD | +69.4% | -12.9% | +82.3% | +76.6% |
| 1Y | +65.0% | -0.1% | +65.1% | +63.2% |
| 3Y | +63.0% | +64.6% | -1.6% | +33.0% |
| 5Y | +33.4% | -10.1% | +43.4% | +29.0% |
| 10Y | +121.2% | +176.7% | -55.5% | +62.7% |
| All | +121.2% | +182.4% | -61.2% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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