+27.3%
ALC vs RVTY
+57.5%
-30.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.0% |
| 7D | -6.3% | -0.7% | -5.5% | -6.1% |
| 30D | +12.6% | +1.7% | +10.9% | +11.5% |
| 3M | -3.8% | +36.8% | -40.6% | -14.2% |
| 6M | +16.8% | +60.1% | -43.3% | -1.7% |
| YTD | -7.6% | +64.0% | -71.6% | -23.9% |
| 1Y | -5.9% | +68.2% | -74.1% | -23.3% |
| 3Y | +0.6% | +88.8% | -88.2% | -23.8% |
| 5Y | -9.5% | -10.5% | +1.1% | -11.9% |
| All | +27.3% | +57.5% | -30.3% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling