+360.9%
AR vs ALC
+24.0%
+336.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | +2.5% | -2.1% | +4.6% | +3.2% |
| 30D | +14.8% | -0.1% | +14.9% | +14.8% |
| 3M | +6.2% | +5.9% | +0.3% | +3.8% |
| 6M | +4.3% | -15.9% | +20.2% | +10.0% |
| YTD | +14.4% | -10.1% | +24.5% | +17.4% |
| 1Y | +21.3% | -10.2% | +31.6% | +24.1% |
| 3Y | +39.8% | -13.6% | +53.4% | +42.0% |
| 5Y | +142.1% | -15.1% | +157.2% | +142.5% |
| All | +360.9% | +24.0% | +336.9% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling