-39.3%
ARM vs ALC
+8.1%
-47.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.0% | -12.1% | -13.9% |
| 7D | -27.1% | +7.6% | -34.7% | -21.5% |
| 30D | -44.9% | +21.1% | -66.0% | -33.5% |
| 3M | -39.3% | +8.5% | -47.8% | -33.3% |
| All | -39.3% | +8.1% | -47.4% | -33.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling