+270.0%
INTC vs ALM
+3,082.3%
-2,812.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.0% |
| 7D | +18.0% | +3.6% | +14.4% | +17.7% |
| 30D | +8.9% | +33.8% | -24.9% | +6.6% |
| 3M | -1.6% | +14.8% | -16.3% | -2.7% |
| 6M | +133.1% | -7.0% | +140.0% | +132.0% |
| YTD | +187.9% | +108.1% | +79.9% | +176.2% |
| 1Y | +334.7% | +313.8% | +20.9% | +303.6% |
| 3Y | +184.2% | +2,227.6% | -2,043.4% | +140.5% |
| 5Y | +116.0% | +956.6% | -840.6% | +85.9% |
| 10Y | +270.0% | +3,082.3% | -2,812.3% | +199.1% |
| All | +270.0% | +3,082.3% | -2,812.3% | +199.1% |
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