-51.9%
BA vs ALC
+31.8%
-83.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.7% |
| 7D | +1.1% | +4.9% | -3.8% | -1.8% |
| 30D | -7.9% | +19.0% | -26.9% | -16.9% |
| 3M | -25.3% | +7.8% | -33.1% | -28.8% |
| 6M | -24.6% | +14.6% | -39.2% | -31.0% |
| YTD | -20.1% | -4.4% | -15.7% | -19.9% |
| 1Y | -11.8% | +1.4% | -13.2% | -14.9% |
| 3Y | -10.1% | +2.5% | -12.6% | -18.5% |
| 5Y | -22.7% | -10.9% | -11.9% | -23.6% |
| All | -51.9% | +31.8% | -83.7% | -68.8% |
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