+191.4%
AMZN vs ALC
+26.4%
+165.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.8% |
| 7D | +2.8% | -6.2% | +8.9% | +5.4% |
| 30D | +3.4% | +14.0% | -10.6% | -2.1% |
| 3M | +0.1% | -2.4% | +2.4% | +0.7% |
| 6M | +0.6% | +12.6% | -12.0% | -5.0% |
| YTD | +15.9% | -8.4% | +24.3% | +18.3% |
| 1Y | +9.5% | -9.1% | +18.7% | +12.1% |
| 3Y | +86.3% | -0.3% | +86.6% | +77.3% |
| 5Y | +51.7% | -9.9% | +61.7% | +48.4% |
| All | +191.4% | +26.4% | +165.0% | +164.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling