-14.1%
ALB vs ALC
+4.4%
-18.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -3.0% |
| 7D | -5.8% | -1.1% | -4.7% | -5.3% |
| 30D | -4.5% | +16.0% | -20.6% | -12.0% |
| 3M | -28.1% | +0.8% | -28.9% | -28.6% |
| 6M | -53.2% | +16.8% | -70.0% | -57.6% |
| YTD | -33.3% | -5.5% | -27.8% | -31.8% |
| 1Y | -17.4% | -5.3% | -12.2% | -15.7% |
| 3Y | -14.1% | +4.1% | -18.2% | -22.3% |
| All | -14.1% | +4.4% | -18.5% | -22.3% |
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