+31.6%
ALC vs ACM
+125.6%
-94.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +4.9% | +5.4% | -0.5% | +3.2% |
| 30D | +19.0% | +15.1% | +3.8% | +13.9% |
| 3M | +7.8% | -10.5% | +18.2% | +10.9% |
| 6M | +14.6% | -19.7% | +34.3% | +21.4% |
| YTD | -4.4% | -28.8% | +24.4% | +4.8% |
| 1Y | +1.4% | -47.9% | +49.3% | +23.1% |
| 3Y | +2.5% | -12.4% | +14.9% | +2.4% |
| 5Y | -10.9% | +0.6% | -11.5% | -15.8% |
| All | +31.6% | +125.6% | -94.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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