+272.3%
ALAB vs ALC
-13.0%
+285.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.2% | +9.0% | +6.4% |
| 7D | +3.4% | -6.3% | +9.7% | +2.1% |
| 30D | -28.8% | +12.6% | -41.4% | -27.1% |
| 3M | -26.0% | -3.8% | -22.2% | -25.4% |
| 6M | +11.4% | +16.8% | -5.5% | +13.7% |
| YTD | +38.8% | -7.6% | +46.4% | +41.5% |
| 1Y | +37.8% | -5.9% | +43.7% | +40.6% |
| All | +272.3% | -13.0% | +285.3% | +282.5% |
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