+641.6%
AU vs ALC
+30.4%
+611.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -2.5% |
| 7D | -7.2% | -1.1% | -6.1% | -6.9% |
| 30D | -2.9% | +16.0% | -18.9% | -7.3% |
| 3M | -8.7% | +0.8% | -9.5% | -9.1% |
| 6M | -14.1% | +16.8% | -31.0% | -18.5% |
| YTD | +4.8% | -5.5% | +10.3% | +5.8% |
| 1Y | +11.9% | -5.3% | +17.1% | +12.7% |
| 3Y | +513.8% | +4.1% | +509.7% | +491.9% |
| 5Y | +379.3% | -7.1% | +386.3% | +364.8% |
| All | +641.6% | +30.4% | +611.3% | +500.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling