+23.8%
ALC vs USFR
+22.8%
+1.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -0.1% | +0.3% | -0.4% | -0.5% |
| 3M | +5.9% | +1.0% | +4.9% | +4.4% |
| 6M | -15.9% | +1.9% | -17.9% | -18.2% |
| YTD | -10.1% | +2.6% | -12.7% | -13.5% |
| 1Y | -10.2% | +4.0% | -14.2% | -15.6% |
| 3Y | -13.6% | +14.1% | -27.7% | -30.3% |
| 5Y | -15.1% | +20.4% | -35.5% | -38.5% |
| All | +23.8% | +22.8% | +1.0% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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