+14.5%
ABT vs ALC
-13.8%
+28.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | -3.7% | -2.1% | -1.6% | -3.0% |
| 30D | +2.5% | -0.1% | +2.6% | +2.4% |
| 3M | +20.2% | +5.9% | +14.3% | +18.0% |
| 6M | -2.9% | -15.9% | +13.0% | +1.4% |
| YTD | -11.9% | -10.1% | -1.8% | -9.7% |
| 1Y | -16.5% | -10.2% | -6.3% | -14.6% |
| All | +14.5% | -13.8% | +28.3% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling