+134.9%
AS vs ALC
+0.7%
+134.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | +6.9% | +4.9% | +2.0% | +5.1% |
| 30D | +16.0% | +19.0% | -3.0% | +9.0% |
| 3M | -12.8% | +7.8% | -20.6% | -15.3% |
| 6M | -15.4% | +14.6% | -30.0% | -19.6% |
| YTD | -15.7% | -4.4% | -11.3% | -15.1% |
| 1Y | +6.1% | +1.4% | +4.7% | +4.0% |
| All | +134.9% | +0.7% | +134.1% | +141.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling