-62.6%
BAX vs ALC
+27.5%
-90.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.6% |
| 7D | -0.6% | -6.3% | +5.7% | +2.1% |
| 30D | +6.3% | +12.6% | -6.3% | +1.0% |
| 3M | -4.6% | -3.8% | -0.7% | -3.2% |
| 6M | +50.4% | +16.8% | +33.6% | +41.0% |
| YTD | +38.0% | -7.6% | +45.6% | +41.8% |
| 1Y | +44.6% | -5.9% | +50.5% | +47.4% |
| 3Y | -15.1% | +0.6% | -15.7% | -15.9% |
| 5Y | -63.3% | -9.5% | -53.8% | -62.9% |
| All | -62.6% | +27.5% | -90.1% | -67.4% |
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