+222.4%
AG vs ALC
+24.0%
+198.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.0% |
| 7D | +1.0% | -2.1% | +3.1% | +2.0% |
| 30D | +19.2% | -0.1% | +19.3% | +19.2% |
| 3M | +6.2% | +5.9% | +0.3% | +2.9% |
| 6M | -26.7% | -15.9% | -10.8% | -21.4% |
| YTD | +26.1% | -10.1% | +36.2% | +30.9% |
| 1Y | +131.7% | -10.2% | +141.9% | +140.5% |
| 3Y | +255.3% | -13.6% | +268.9% | +269.4% |
| 5Y | +61.9% | -15.1% | +77.1% | +64.5% |
| All | +222.4% | +24.0% | +198.4% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling