+45.2%
AR vs ALC
+2.0%
+43.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.9% |
| 7D | +2.1% | -6.3% | +8.4% | +3.2% |
| 30D | +4.5% | +12.6% | -8.1% | +1.8% |
| 3M | +1.0% | -3.8% | +4.8% | +1.7% |
| 6M | +4.4% | +16.8% | -12.4% | +0.7% |
| YTD | +10.9% | -7.6% | +18.5% | +12.1% |
| 1Y | +8.6% | -5.9% | +14.4% | +9.1% |
| All | +45.2% | +2.0% | +43.1% | +41.4% |
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