-15.0%
ALC vs BG
+20.0%
-35.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.3% | -2.3% |
| 7D | -3.7% | +2.4% | -6.0% | -3.8% |
| 30D | -3.7% | +15.0% | -18.8% | -4.9% |
| 3M | +4.6% | -0.7% | +5.2% | +4.6% |
| 6M | -14.6% | +7.5% | -22.1% | -15.2% |
| YTD | -11.9% | +41.6% | -53.5% | -15.0% |
| 1Y | -13.1% | +50.7% | -63.8% | -16.8% |
| 3Y | -15.0% | +20.3% | -35.3% | -17.7% |
| All | -15.0% | +20.0% | -35.0% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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