-9.1%
ALC vs RRC
+35.0%
-44.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -6.2% | +2.5% | -8.7% | -6.2% |
| 30D | +14.0% | +21.1% | -7.1% | +12.6% |
| 3M | -2.4% | +28.4% | -30.8% | -3.9% |
| 6M | +12.6% | +26.5% | -13.8% | +10.9% |
| YTD | -8.4% | +47.0% | -55.4% | -10.6% |
| 1Y | -9.1% | +35.2% | -44.3% | -10.6% |
| All | -9.1% | +35.0% | -44.2% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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