+224.2%
INTC vs ALM
+3,798.4%
-3,574.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.1% | -2.6% | +5.4% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | -43.3% | -26.1% | -17.2% | -43.2% |
| 3M | -41.6% | -38.1% | -3.5% | -41.4% |
| 6M | -52.5% | -55.4% | +2.9% | -52.3% |
| YTD | +60.9% | -0.4% | +61.3% | +61.1% |
| 1Y | +55.7% | +25.4% | +30.3% | +55.8% |
| 3Y | +59.2% | +907.8% | -848.6% | +58.3% |
| 5Y | +25.0% | +440.2% | -415.1% | +24.4% |
| 10Y | +109.3% | +2,031.1% | -1,921.9% | +107.9% |
| All | +224.2% | +3,798.4% | -3,574.2% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling