+23.8%
ALC vs ALM
+1,120.1%
-1,096.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -2.1% | -2.6% | +0.5% | -2.0% |
| 30D | -0.1% | +32.0% | -32.1% | -0.9% |
| 3M | +5.9% | -15.0% | +20.9% | +6.1% |
| 6M | -15.9% | -10.1% | -5.8% | -16.2% |
| YTD | -10.1% | +99.4% | -109.5% | -12.7% |
| 1Y | -10.2% | +316.4% | -326.6% | -15.1% |
| 3Y | -13.6% | +2,022.0% | -2,035.5% | -24.2% |
| 5Y | -15.1% | +941.2% | -956.3% | -24.7% |
| All | +23.8% | +1,120.1% | -1,096.3% | +2.8% |
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