+97.4%
AR vs ALC
-9.1%
+106.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.7% |
| 7D | +7.4% | -1.1% | +8.5% | +7.6% |
| 30D | +5.8% | +16.0% | -10.3% | +1.1% |
| 3M | +5.2% | +0.8% | +4.4% | +4.6% |
| 6M | +5.4% | +16.8% | -11.4% | +0.1% |
| YTD | +12.4% | -5.5% | +17.9% | +13.0% |
| 1Y | +12.8% | -5.3% | +18.1% | +13.2% |
| 3Y | +47.2% | +4.1% | +43.1% | +39.1% |
| All | +97.4% | -9.1% | +106.5% | +88.8% |
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 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