+157.6%
B vs ALC
-16.0%
+173.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.6% |
| 7D | -1.6% | -2.1% | +0.5% | -1.0% |
| 30D | +9.4% | -0.1% | +9.5% | +9.3% |
| 3M | +5.0% | +5.9% | -0.9% | +2.9% |
| 6M | -3.5% | -15.9% | +12.4% | +1.0% |
| YTD | +4.5% | -10.1% | +14.6% | +7.1% |
| 1Y | +67.8% | -10.2% | +78.0% | +71.7% |
| 3Y | +196.7% | -13.6% | +210.3% | +201.2% |
| All | +157.6% | -16.0% | +173.6% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling