+23.8%
ALC vs ACM
+123.9%
-100.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -2.1% | -3.7% | +1.6% | -0.9% |
| 30D | -0.1% | -11.1% | +11.0% | +3.1% |
| 3M | +5.9% | -8.0% | +13.9% | +7.9% |
| 6M | -15.9% | -29.7% | +13.7% | -6.9% |
| YTD | -10.1% | -29.4% | +19.3% | -1.1% |
| 1Y | -10.2% | -46.4% | +36.2% | +7.9% |
| 3Y | -13.6% | -22.3% | +8.8% | -10.0% |
| 5Y | -15.1% | +4.5% | -19.6% | -20.8% |
| All | +23.8% | +123.9% | -100.1% | -8.5% |
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