+162.4%
ALL vs ALC
-9.1%
+171.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.3% |
| 7D | +5.0% | -1.1% | +6.1% | +5.2% |
| 30D | +13.3% | +16.0% | -2.7% | +10.0% |
| 3M | +3.2% | +0.8% | +2.4% | +2.9% |
| 6M | +25.3% | +16.8% | +8.5% | +21.3% |
| YTD | +30.5% | -5.5% | +35.9% | +31.1% |
| 1Y | +29.2% | -5.3% | +34.4% | +29.7% |
| 3Y | +119.1% | +4.1% | +115.0% | +113.4% |
| All | +162.4% | -9.1% | +171.5% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling