+105.7%
INTC vs ALM
+2,079.4%
-1,973.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.2% | +5.1% | -1.5% |
| 7D | -4.0% | -6.3% | +2.3% | -3.4% |
| 30D | -44.5% | -31.4% | -13.1% | -42.8% |
| 3M | -40.4% | -40.6% | +0.2% | -38.0% |
| 6M | -53.5% | -58.6% | +5.2% | -50.6% |
| YTD | +57.5% | -7.6% | +65.1% | +60.4% |
| 1Y | +51.2% | +13.8% | +37.3% | +52.2% |
| 3Y | +51.6% | +842.1% | -790.5% | +36.6% |
| 5Y | +23.5% | +407.4% | -383.9% | +12.2% |
| All | +105.7% | +2,079.4% | -1,973.7% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling