+4.7%
ALC vs SNY
+2.7%
+2.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +4.4% |
| 7D | +10.7% | +12.4% | -1.7% | +4.6% |
| 30D | +20.2% | +20.1% | 0.0% | +10.0% |
| 3M | +8.9% | +11.2% | -2.3% | +3.2% |
| 6M | +5.7% | +9.5% | -3.8% | +0.6% |
| YTD | -1.4% | +3.4% | -4.8% | -3.9% |
| 1Y | +4.7% | +2.0% | +2.7% | +3.4% |
| All | +4.7% | +2.7% | +2.0% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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