+125.3%
AS vs ALC
-3.5%
+128.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -3.6% | -6.2% | +2.6% | -1.3% |
| 30D | +3.4% | +14.0% | -10.6% | -1.2% |
| 3M | -8.6% | -2.4% | -6.2% | -7.8% |
| 6M | -10.0% | +12.6% | -22.7% | -13.9% |
| YTD | -19.2% | -8.4% | -10.8% | -17.3% |
| 1Y | -3.8% | -9.1% | +5.3% | -1.4% |
| All | +125.3% | -3.5% | +128.8% | +135.4% |
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