-7.6%
ALC vs RRC
+134.0%
-141.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.1% |
| 7D | -1.1% | +6.4% | -7.5% | -1.8% |
| 30D | +16.0% | +23.9% | -7.8% | +12.9% |
| 3M | +0.8% | +30.2% | -29.4% | -2.5% |
| 6M | +16.8% | +26.3% | -9.4% | +13.2% |
| YTD | -5.5% | +48.1% | -53.6% | -10.3% |
| 1Y | -5.3% | +37.7% | -42.9% | -9.4% |
| 3Y | +4.1% | +60.3% | -56.2% | -3.4% |
| All | -7.6% | +134.0% | -141.6% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling