-51.6%
BA vs ALC
+27.5%
-79.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +1.9% |
| 7D | -1.4% | -6.3% | +4.9% | +2.2% |
| 30D | -7.9% | +12.6% | -20.5% | -14.2% |
| 3M | -25.2% | -3.8% | -21.3% | -23.9% |
| 6M | -26.7% | +16.8% | -43.6% | -33.8% |
| YTD | -19.6% | -7.6% | -12.0% | -17.8% |
| 1Y | -10.6% | -5.9% | -4.7% | -9.8% |
| 3Y | -11.2% | +0.6% | -11.8% | -18.8% |
| 5Y | -20.4% | -9.5% | -11.0% | -22.9% |
| All | -51.6% | +27.5% | -79.0% | -68.0% |
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