-34.2%
ALB vs ALC
-13.3%
-20.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.3% | -3.2% |
| 7D | -8.1% | -2.1% | -6.0% | -6.9% |
| 30D | +6.3% | -0.1% | +6.4% | +6.3% |
| 3M | -23.6% | +5.9% | -29.5% | -26.5% |
| 6M | -24.6% | -15.9% | -8.7% | -16.7% |
| YTD | -10.3% | -10.1% | -0.2% | -5.4% |
| 1Y | +61.5% | -10.2% | +71.7% | +69.8% |
| All | -34.2% | -13.3% | -20.8% | -30.5% |
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