-52.4%
BA vs ALC
+26.4%
-78.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | -0.6% | -6.2% | +5.6% | +3.0% |
| 30D | -8.0% | +14.0% | -22.0% | -15.0% |
| 3M | -25.8% | -2.4% | -23.4% | -25.1% |
| 6M | -27.6% | +12.6% | -40.2% | -33.1% |
| YTD | -21.0% | -8.4% | -12.6% | -18.8% |
| 1Y | -12.3% | -9.1% | -3.1% | -9.6% |
| 3Y | -12.8% | -0.3% | -12.5% | -19.8% |
| 5Y | -22.4% | -9.9% | -12.4% | -24.6% |
| All | -52.4% | +26.4% | -78.8% | -68.4% |
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