+241.0%
B vs ALC
+27.5%
+213.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | -2.7% | -6.3% | +3.6% | -1.1% |
| 30D | -4.3% | +12.6% | -16.9% | -7.0% |
| 3M | -2.3% | -3.8% | +1.5% | -1.5% |
| 6M | -16.2% | +16.8% | -33.1% | -19.7% |
| YTD | -8.8% | -7.6% | -1.2% | -7.6% |
| 1Y | +11.4% | -5.9% | +17.2% | +12.2% |
| 3Y | +174.3% | +0.6% | +173.7% | +168.8% |
| 5Y | +116.2% | -9.5% | +125.6% | +111.6% |
| All | +241.0% | +27.5% | +213.5% | +198.6% |
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