-62.5%
BAX vs ALC
+32.2%
-94.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +9.0% | +2.1% | +7.0% | +8.0% |
| 30D | +8.5% | +17.2% | -8.7% | +1.3% |
| 3M | -4.1% | +4.6% | -8.7% | -6.1% |
| 6M | +46.9% | +20.1% | +26.8% | +36.2% |
| YTD | +38.4% | -4.2% | +42.6% | +40.1% |
| 1Y | +47.0% | +2.1% | +44.9% | +45.1% |
| 3Y | -14.9% | +4.5% | -19.4% | -17.0% |
| 5Y | -62.5% | -12.3% | -50.2% | -61.9% |
| All | -62.5% | +32.2% | -94.7% | -67.8% |
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