+0.2%
AS vs ALC
+4.3%
-4.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | +7.1% | +7.6% | -0.5% | +5.1% |
| 30D | +12.8% | +21.1% | -8.3% | +7.7% |
| 3M | -14.7% | +8.5% | -23.2% | -16.6% |
| 6M | -9.9% | +2.8% | -12.8% | -11.9% |
| YTD | -16.1% | -2.4% | -13.8% | -16.6% |
| 1Y | +0.2% | +3.5% | -3.3% | -1.1% |
| All | +0.2% | +4.3% | -4.1% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling