+56.7%
APA vs ALC
+32.2%
+24.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.3% |
| 7D | -8.7% | +2.1% | -10.8% | -10.1% |
| 30D | -2.4% | +17.2% | -19.6% | -10.8% |
| 3M | +19.0% | +4.6% | +14.4% | +15.2% |
| 6M | +26.8% | +20.1% | +6.7% | +13.0% |
| YTD | +87.3% | -4.2% | +91.5% | +85.4% |
| 1Y | +92.3% | +2.1% | +90.2% | +82.7% |
| 3Y | +37.3% | +4.5% | +32.8% | +22.3% |
| 5Y | +73.2% | -12.3% | +85.5% | +70.8% |
| All | +56.7% | +32.2% | +24.5% | +4.0% |
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