+111.9%
INTC vs ALM
+2,100.8%
-1,988.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.7% | -10.2% | -3.1% |
| 7D | +6.0% | +1.2% | +4.8% | +5.9% |
| 30D | -39.2% | -19.3% | -19.9% | -38.1% |
| 3M | -42.9% | -40.6% | -2.3% | -40.7% |
| 6M | -50.4% | -57.9% | +7.5% | -47.4% |
| YTD | +61.7% | -6.7% | +68.4% | +64.4% |
| 1Y | +66.1% | +20.2% | +46.0% | +66.8% |
| 3Y | +58.1% | +879.4% | -821.3% | +42.2% |
| 5Y | +27.9% | +415.3% | -387.4% | +16.0% |
| All | +111.9% | +2,100.8% | -1,988.9% | +83.3% |
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