+111.7%
INTC vs ALM
+1,033.0%
-921.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +8.8% | +0.2% | +8.1% |
| 7D | +17.4% | +8.4% | +9.0% | +16.4% |
| 30D | +2.8% | +34.8% | -32.1% | -0.8% |
| 3M | -5.3% | +16.2% | -21.5% | -7.3% |
| 6M | +140.6% | +2.1% | +138.5% | +136.5% |
| YTD | +183.1% | +117.0% | +66.1% | +165.3% |
| 1Y | +326.8% | +313.9% | +12.9% | +282.8% |
| 3Y | +179.4% | +2,327.9% | -2,148.5% | +118.0% |
| 5Y | +111.7% | +1,040.6% | -928.9% | +69.8% |
| All | +111.7% | +1,033.0% | -921.3% | +69.8% |
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