+69.8%
APA vs ALC
-11.2%
+81.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.3% |
| 7D | -15.5% | +4.9% | -20.4% | -17.0% |
| 30D | +2.4% | +19.0% | -16.6% | -3.6% |
| 3M | +22.8% | +7.8% | +15.0% | +19.4% |
| 6M | +17.9% | +14.6% | +3.4% | +11.7% |
| YTD | +87.7% | -4.4% | +92.1% | +87.4% |
| 1Y | +94.2% | +1.4% | +92.8% | +88.8% |
| 3Y | +27.2% | +2.5% | +24.7% | +20.1% |
| All | +69.8% | -11.2% | +81.0% | +72.5% |
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 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