+31.6%
ALC vs ALM
+463.9%
-432.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.2% |
| 7D | +4.9% | -6.7% | +11.6% | +5.1% |
| 30D | +19.0% | -32.9% | +51.8% | +20.1% |
| 3M | +7.8% | -39.5% | +47.3% | +8.9% |
| 6M | +14.6% | -62.0% | +76.6% | +16.9% |
| YTD | -4.4% | -7.8% | +3.4% | -5.5% |
| 1Y | +1.4% | +26.7% | -25.3% | -0.8% |
| 3Y | +2.5% | +825.4% | -822.8% | -8.0% |
| 5Y | -10.9% | +401.2% | -412.1% | -19.6% |
| All | +31.6% | +463.9% | -432.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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