-51.9%
BA vs ALC
+30.3%
-82.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.4% |
| 7D | 0.0% | +2.3% | -2.3% | -1.4% |
| 30D | -8.9% | +15.5% | -24.4% | -16.4% |
| 3M | -25.5% | +0.6% | -26.1% | -26.1% |
| 6M | -27.0% | +18.4% | -45.3% | -34.4% |
| YTD | -20.1% | -5.6% | -14.6% | -19.4% |
| 1Y | -11.0% | 0.0% | -11.0% | -13.5% |
| 3Y | -11.8% | +2.8% | -14.6% | -20.3% |
| 5Y | -20.6% | -8.8% | -11.9% | -23.1% |
| All | -51.9% | +30.3% | -82.2% | -68.6% |
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