-11.9%
BA vs ALC
-6.0%
-5.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.7% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | -7.1% | +16.0% | -23.2% | -10.0% |
| 3M | -25.5% | +0.8% | -26.4% | -25.7% |
| 6M | -28.7% | +16.8% | -45.6% | -30.7% |
| YTD | -21.0% | -5.5% | -15.5% | -20.6% |
| 1Y | -11.9% | -5.3% | -6.6% | -11.6% |
| All | -11.9% | -6.0% | -5.8% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling