+174.6%
ARM vs ALC
-7.1%
+181.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +5.4% |
| 7D | -15.2% | +4.9% | -20.1% | -16.8% |
| 30D | -40.7% | +19.0% | -59.6% | -44.6% |
| 3M | -39.1% | +7.8% | -46.9% | -41.2% |
| 6M | -26.4% | +14.6% | -41.0% | -31.7% |
| YTD | +59.7% | -4.4% | +64.2% | +61.6% |
| 1Y | +10.3% | +1.4% | +8.9% | +6.8% |
| 3Y | +228.9% | +2.5% | +226.3% | +199.9% |
| All | +174.6% | -7.1% | +181.7% | +197.9% |
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 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