+216.8%
AGI vs ALC
-16.2%
+233.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +2.2% | -5.3% | +7.5% | +3.8% |
| 30D | +11.3% | -7.1% | +18.3% | +13.5% |
| 3M | +5.6% | +0.8% | +4.9% | +5.1% |
| 6M | -27.7% | -16.0% | -11.7% | -23.9% |
| YTD | -4.1% | -12.7% | +8.7% | -0.4% |
| 1Y | +13.8% | -12.8% | +26.6% | +17.8% |
| All | +216.8% | -16.2% | +233.0% | +227.4% |
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