+57.4%
INTC vs ALM
+44.8%
+12.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -4.9% | -4.1% |
| 7D | -39.0% | -6.4% | -32.6% | -37.4% |
| 30D | -49.8% | -35.0% | -14.9% | -43.2% |
| 3M | -42.2% | -33.8% | -8.4% | -35.6% |
| 6M | -39.2% | -55.0% | +15.9% | -26.3% |
| YTD | +57.9% | -0.2% | +58.1% | +74.3% |
| 1Y | +57.4% | +41.8% | +15.6% | +56.0% |
| All | +57.4% | +44.8% | +12.5% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling