+220.6%
INTC vs ALLY
+99.9%
+120.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.5% | +5.2% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -43.3% | +3.4% | -46.7% | -43.9% |
| 3M | -41.6% | -11.1% | -30.5% | -39.1% |
| 6M | -52.5% | -11.5% | -41.0% | -50.5% |
| YTD | +60.9% | -12.3% | +73.2% | +67.2% |
| 1Y | +55.7% | +1.1% | +54.6% | +53.4% |
| 3Y | +59.2% | +64.8% | -5.6% | +30.3% |
| 5Y | +25.0% | -6.9% | +31.9% | +19.6% |
| 10Y | +109.3% | +194.9% | -85.7% | +32.9% |
| All | +220.6% | +99.9% | +120.7% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling