+254.1%
B vs ALC
+31.8%
+222.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | +9.6% | +4.9% | +4.7% | +8.4% |
| 30D | +3.5% | +19.0% | -15.4% | -0.7% |
| 3M | -1.6% | +7.8% | -9.3% | -3.5% |
| 6M | -1.7% | +14.6% | -16.2% | -5.3% |
| YTD | -5.3% | -4.4% | -0.9% | -4.8% |
| 1Y | +27.2% | +1.4% | +25.8% | +25.8% |
| 3Y | +166.1% | +2.5% | +163.6% | +159.6% |
| 5Y | +136.5% | -10.9% | +147.4% | +131.3% |
| All | +254.1% | +31.8% | +222.2% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling