+70.4%
INTC vs ALM
+10.4%
+60.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | 0.0% |
| 7D | +17.1% | -4.0% | +21.2% | +18.6% |
| 30D | -40.5% | -30.5% | -10.0% | -33.2% |
| 3M | -39.4% | -46.9% | +7.5% | -27.5% |
| 6M | -49.3% | -65.5% | +16.2% | -34.1% |
| YTD | +65.9% | -13.4% | +79.2% | +92.5% |
| All | +70.4% | +10.4% | +60.0% | +88.0% |
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