+31.6%
ALC vs RVTY
+54.4%
-22.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -3.0% |
| 7D | +4.9% | -1.2% | +6.1% | +4.9% |
| 30D | +19.0% | +1.0% | +17.9% | +18.0% |
| 3M | +7.8% | +35.8% | -28.1% | -3.6% |
| 6M | +14.6% | +56.7% | -42.1% | -3.0% |
| YTD | -4.4% | +60.7% | -65.2% | -20.8% |
| 1Y | +1.4% | +73.7% | -72.3% | -18.3% |
| 3Y | +2.5% | +82.8% | -80.2% | -21.4% |
| 5Y | -10.9% | -7.0% | -3.9% | -14.5% |
| All | +31.6% | +54.4% | -22.8% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling