+230.3%
B vs ALC
+26.4%
+204.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -2.9% |
| 7D | -6.2% | -6.2% | 0.0% | -4.7% |
| 30D | -6.6% | +14.0% | -20.6% | -9.4% |
| 3M | -7.9% | -2.4% | -5.5% | -7.4% |
| 6M | -16.8% | +12.6% | -29.4% | -19.5% |
| YTD | -11.7% | -8.4% | -3.3% | -10.3% |
| 1Y | +3.5% | -9.1% | +12.6% | +5.2% |
| 3Y | +165.7% | -0.3% | +166.0% | +161.0% |
| 5Y | +108.4% | -9.9% | +118.3% | +104.3% |
| All | +230.3% | +26.4% | +204.0% | +189.9% |
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