+488.8%
AGI vs ALC
+26.4%
+462.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.0% |
| 7D | -7.5% | -6.2% | -1.3% | -6.2% |
| 30D | -9.9% | +14.0% | -23.9% | -12.5% |
| 3M | -14.2% | -2.4% | -11.8% | -13.8% |
| 6M | -35.2% | +12.6% | -47.8% | -37.0% |
| YTD | -25.2% | -8.4% | -16.8% | -24.1% |
| 1Y | -14.3% | -9.1% | -5.2% | -13.0% |
| 3Y | +127.7% | -0.3% | +128.0% | +125.3% |
| 5Y | +243.4% | -9.9% | +253.4% | +236.1% |
| All | +488.8% | +26.4% | +462.5% | +452.4% |
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 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