+157.4%
ALL vs ALC
-13.3%
+170.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -1.0% |
| 7D | 0.0% | -2.1% | +2.1% | +0.4% |
| 30D | -1.5% | -0.1% | -1.4% | -1.5% |
| 3M | +23.6% | +5.9% | +17.7% | +22.2% |
| 6M | +22.3% | -15.9% | +38.3% | +25.6% |
| YTD | +26.5% | -10.1% | +36.6% | +28.3% |
| 1Y | +27.0% | -10.2% | +37.2% | +28.6% |
| All | +157.4% | -13.3% | +170.7% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling