-26.4%
BA vs ALC
-9.1%
-17.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.3% |
| 7D | -1.1% | -1.1% | 0.0% | -0.7% |
| 30D | -7.1% | +16.0% | -23.2% | -12.8% |
| 3M | -25.5% | +0.8% | -26.4% | -26.0% |
| 6M | -28.7% | +16.8% | -45.6% | -33.6% |
| YTD | -21.0% | -5.5% | -15.5% | -20.2% |
| 1Y | -11.9% | -5.3% | -6.6% | -11.2% |
| 3Y | -16.2% | +4.1% | -20.2% | -22.2% |
| All | -26.4% | -9.1% | -17.3% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling