+154.8%
APA vs ALC
-16.0%
+170.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.5% |
| 7D | +0.5% | -2.1% | +2.6% | +1.3% |
| 30D | +23.4% | -0.1% | +23.5% | +23.4% |
| 3M | +12.7% | +5.9% | +6.8% | +10.1% |
| 6M | +39.4% | -15.9% | +55.3% | +46.9% |
| YTD | +79.0% | -10.1% | +89.1% | +82.9% |
| 1Y | +88.8% | -10.2% | +99.1% | +92.6% |
| 3Y | +6.4% | -13.6% | +19.9% | +8.2% |
| All | +154.8% | -16.0% | +170.8% | +161.1% |
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