+85.6%
AMZN vs ALC
+2.3%
+83.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | +7.9% | +4.9% | +3.0% | +6.7% |
| 30D | -0.2% | +19.0% | -19.2% | -4.5% |
| 3M | -4.8% | +7.8% | -12.5% | -6.6% |
| 6M | -5.7% | +14.6% | -20.3% | -9.3% |
| YTD | +12.3% | -4.4% | +16.8% | +13.3% |
| 1Y | +6.7% | +1.4% | +5.3% | +5.5% |
| 3Y | +85.6% | +2.5% | +83.0% | +84.3% |
| All | +85.6% | +2.3% | +83.3% | +84.3% |
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 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