-19.3%
BAX vs ALC
+1.2%
-20.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.8% |
| 7D | +0.4% | -6.2% | +6.5% | +3.7% |
| 30D | +3.4% | +14.0% | -10.6% | -3.7% |
| 3M | -4.5% | -2.4% | -2.1% | -3.5% |
| 6M | +44.0% | +12.6% | +31.4% | +35.2% |
| YTD | +34.9% | -8.4% | +43.3% | +39.8% |
| 1Y | +37.9% | -9.1% | +47.0% | +43.3% |
| All | -19.3% | +1.2% | -20.4% | -15.2% |
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