+117.4%
INTC vs ALLY
+172.1%
-54.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | +17.1% | -2.1% | +19.3% | +18.1% |
| 30D | -40.5% | +2.0% | -42.5% | -40.7% |
| 3M | -39.4% | -13.3% | -26.0% | -36.1% |
| 6M | -49.3% | -9.9% | -39.4% | -47.4% |
| YTD | +65.9% | -13.5% | +79.4% | +73.4% |
| 1Y | +61.5% | -2.8% | +64.3% | +61.5% |
| 3Y | +59.6% | +63.4% | -3.8% | +30.5% |
| 5Y | +31.2% | -10.9% | +42.0% | +27.3% |
| All | +117.4% | +172.1% | -54.6% | +59.7% |
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