+423.1%
INTC vs ALM
+7,705.7%
-7,282.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +4.5% |
| 7D | +7.1% | -2.6% | +9.7% | +7.1% |
| 30D | -5.2% | +32.0% | -37.2% | -5.3% |
| 3M | -14.3% | -15.0% | +0.7% | -14.3% |
| 6M | +110.2% | -10.1% | +120.3% | +110.2% |
| YTD | +159.6% | +99.4% | +60.2% | +159.0% |
| 1Y | +289.3% | +316.4% | -27.1% | +287.5% |
| 3Y | +166.1% | +2,022.0% | -1,855.9% | +163.5% |
| 5Y | +94.4% | +941.2% | -846.8% | +92.7% |
| 10Y | +227.7% | +2,950.3% | -2,722.6% | +224.4% |
| All | +423.1% | +7,705.7% | -7,282.6% | +414.3% |
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 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