-9.1%
ALC vs EXEL
+62.5%
-71.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -6.2% | +1.6% | -7.8% | -6.3% |
| 30D | +14.0% | +17.4% | -3.3% | +12.9% |
| 3M | -2.4% | +38.6% | -41.0% | -3.7% |
| 6M | +12.6% | +41.2% | -28.6% | +11.6% |
| YTD | -8.4% | +59.3% | -67.8% | -9.1% |
| 1Y | -9.1% | +60.2% | -69.4% | -10.0% |
| All | -9.1% | +62.5% | -71.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling