+178.7%
B vs ALC
+3.6%
+175.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.4% |
| 3M | -2.5% | +0.6% | -3.1% | -2.7% |
| 6M | -7.2% | +18.4% | -25.6% | -11.3% |
| YTD | -7.4% | -5.6% | -1.8% | -6.0% |
| 1Y | +16.4% | 0.0% | +16.4% | +16.1% |
| 3Y | +178.7% | +2.8% | +175.9% | +164.2% |
| All | +178.7% | +3.6% | +175.1% | +164.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling