-14.1%
AU vs ALC
+17.7%
-31.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -2.3% |
| 7D | -7.2% | -1.1% | -6.1% | -6.9% |
| 30D | -2.9% | +16.0% | -18.9% | -5.9% |
| 3M | -8.7% | +0.8% | -9.5% | -8.3% |
| 6M | -14.1% | +16.8% | -31.0% | -21.0% |
| All | -14.1% | +17.7% | -31.9% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling