+24.6%
AR vs ALC
+2.3%
+22.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -14.3% | +4.9% | -19.1% | -15.1% |
| 30D | +1.4% | +19.0% | -17.5% | -2.1% |
| 3M | +3.4% | +7.8% | -4.4% | +1.9% |
| 6M | -2.1% | +14.6% | -16.6% | -4.9% |
| YTD | +4.7% | -4.4% | +9.1% | +5.3% |
| 1Y | +10.6% | +1.4% | +9.2% | +9.3% |
| 3Y | +24.6% | +2.5% | +22.1% | +20.9% |
| All | +24.6% | +2.3% | +22.3% | +20.9% |
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