-13.1%
ALC vs RRC
+20.2%
-33.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.7% | -1.2% | -2.5% | -3.6% |
| 30D | -3.7% | +9.4% | -13.2% | -4.4% |
| 3M | +4.6% | +7.4% | -2.8% | +4.0% |
| 6M | -14.6% | +1.5% | -16.1% | -14.8% |
| YTD | -11.9% | +19.4% | -31.3% | -13.1% |
| 1Y | -13.1% | +24.2% | -37.4% | -12.3% |
| All | -13.1% | +20.2% | -33.4% | -12.3% |
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