+22.2%
A vs ALC
+4.2%
+18.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.9% | -1.1% |
| 7D | -2.4% | +10.7% | -13.1% | -5.6% |
| 30D | +3.6% | +20.2% | -16.6% | -2.8% |
| 3M | +27.5% | +8.9% | +18.6% | +23.8% |
| 6M | +58.5% | +5.7% | +52.7% | +54.5% |
| YTD | +31.2% | -1.4% | +32.6% | +33.0% |
| 1Y | +22.2% | +4.7% | +17.5% | +18.6% |
| All | +22.2% | +4.2% | +18.0% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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