+290.6%
B vs ALC
+24.0%
+266.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.7% |
| 7D | -1.6% | -2.1% | +0.5% | -1.1% |
| 30D | +9.4% | -0.1% | +9.5% | +9.4% |
| 3M | +5.0% | +5.9% | -0.9% | +3.2% |
| 6M | -3.5% | -15.9% | +12.4% | +0.2% |
| YTD | +4.5% | -10.1% | +14.6% | +6.6% |
| 1Y | +67.8% | -10.2% | +78.0% | +71.0% |
| 3Y | +196.7% | -13.6% | +210.3% | +201.5% |
| 5Y | +151.9% | -15.1% | +167.1% | +149.5% |
| All | +290.6% | +24.0% | +266.6% | +244.5% |
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