+246.5%
B vs ALC
+30.3%
+216.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.4% | -4.7% | -5.8% |
| 7D | +7.1% | +2.3% | +4.8% | +6.6% |
| 30D | -3.3% | +15.5% | -18.9% | -6.6% |
| 3M | -2.5% | +0.6% | -3.1% | -2.8% |
| 6M | -7.2% | +18.4% | -25.6% | -11.3% |
| YTD | -7.4% | -5.6% | -1.8% | -6.6% |
| 1Y | +16.4% | 0.0% | +16.4% | +15.6% |
| 3Y | +178.7% | +2.8% | +175.9% | +171.7% |
| 5Y | +121.7% | -8.8% | +130.5% | +116.4% |
| All | +246.5% | +30.3% | +216.2% | +201.8% |
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