+45.3%
AR vs ALC
-13.3%
+58.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | +2.5% | -2.1% | +4.6% | +2.9% |
| 30D | +14.8% | -0.1% | +14.9% | +14.8% |
| 3M | +6.2% | +5.9% | +0.3% | +4.9% |
| 6M | +4.3% | -15.9% | +20.2% | +8.1% |
| YTD | +14.4% | -10.1% | +24.5% | +16.4% |
| 1Y | +21.3% | -10.2% | +31.6% | +23.3% |
| All | +45.3% | -13.3% | +58.6% | +51.6% |
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