+25.0%
INTC vs ALM
+441.7%
-416.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.1% | -2.6% | +4.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | -43.3% | -26.1% | -17.2% | -41.1% |
| 3M | -41.6% | -38.1% | -3.5% | -38.3% |
| 6M | -52.5% | -55.4% | +2.9% | -48.4% |
| YTD | +60.9% | -0.4% | +61.3% | +65.1% |
| 1Y | +55.7% | +25.4% | +30.3% | +57.1% |
| 3Y | +59.2% | +907.8% | -848.6% | +37.6% |
| 5Y | +25.0% | +440.2% | -415.1% | +9.6% |
| All | +25.0% | +441.7% | -416.6% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling