+19.3%
A vs ALC
-6.0%
+25.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -0.4% |
| 7D | -0.5% | -1.1% | +0.6% | -0.1% |
| 30D | 0.0% | +16.0% | -16.1% | -5.1% |
| 3M | +16.7% | +0.8% | +15.9% | +16.4% |
| 6M | +54.8% | +16.8% | +38.0% | +45.2% |
| YTD | +28.8% | -5.5% | +34.3% | +32.2% |
| 1Y | +19.3% | -5.3% | +24.6% | +22.1% |
| All | +19.3% | -6.0% | +25.3% | +22.1% |
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