-12.9%
ALB vs ALC
+2.3%
-15.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +2.0% |
| 7D | +9.1% | +4.9% | +4.2% | +6.3% |
| 30D | -3.4% | +19.0% | -22.4% | -12.2% |
| 3M | -20.6% | +7.8% | -28.4% | -23.9% |
| 6M | -48.2% | +14.6% | -62.7% | -52.6% |
| YTD | -29.2% | -4.4% | -24.8% | -28.0% |
| 1Y | +10.0% | +1.4% | +8.6% | +7.5% |
| 3Y | -12.9% | +2.5% | -15.4% | -20.3% |
| All | -12.9% | +2.3% | -15.2% | -20.3% |
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