+35.4%
AAPL vs ALC
-13.1%
+48.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | -2.7% | -3.7% | +0.9% | -2.2% |
| 30D | +1.0% | -3.7% | +4.8% | +1.5% |
| 3M | +5.0% | +4.6% | +0.4% | +4.3% |
| 6M | +23.0% | -14.6% | +37.6% | +26.2% |
| YTD | +16.6% | -11.9% | +28.5% | +18.8% |
| All | +35.4% | -13.1% | +48.5% | +36.9% |
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