-20.9%
BAX vs ALC
+2.3%
-23.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.7% |
| 7D | +12.1% | +4.9% | +7.2% | +9.3% |
| 30D | +7.6% | +19.0% | -11.4% | -2.1% |
| 3M | -4.5% | +7.8% | -12.2% | -8.5% |
| 6M | +52.0% | +14.6% | +37.5% | +41.2% |
| YTD | +35.1% | -4.4% | +39.6% | +37.0% |
| 1Y | +43.7% | +1.4% | +42.3% | +41.4% |
| 3Y | -20.9% | +2.5% | -23.4% | -19.2% |
| All | -20.9% | +2.3% | -23.2% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling