+837.4%
AU vs ALC
+24.0%
+813.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.7% |
| 7D | -3.6% | -2.1% | -1.5% | -3.0% |
| 30D | +23.9% | -0.1% | +24.0% | +23.9% |
| 3M | +19.1% | +5.9% | +13.2% | +16.7% |
| 6M | -0.2% | -15.9% | +15.8% | +4.9% |
| YTD | +32.5% | -10.1% | +42.6% | +36.0% |
| 1Y | +96.9% | -10.2% | +107.2% | +102.1% |
| 3Y | +614.7% | -13.6% | +628.3% | +630.3% |
| 5Y | +647.7% | -15.1% | +662.8% | +642.9% |
| All | +837.4% | +24.0% | +813.4% | +672.0% |
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 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