+346.9%
AR vs ALC
+27.5%
+319.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.3% |
| 7D | +2.1% | -6.3% | +8.4% | +4.3% |
| 30D | +4.5% | +12.6% | -8.1% | -0.2% |
| 3M | +1.0% | -3.8% | +4.8% | +1.8% |
| 6M | +4.4% | +16.8% | -12.4% | -2.1% |
| YTD | +10.9% | -7.6% | +18.5% | +12.2% |
| 1Y | +8.6% | -5.9% | +14.4% | +8.8% |
| 3Y | +48.5% | +0.6% | +47.9% | +41.0% |
| 5Y | +95.7% | -9.5% | +105.2% | +90.1% |
| All | +346.9% | +27.5% | +319.4% | +231.8% |
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