-64.2%
BAX vs ALC
-9.1%
-55.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -1.2% |
| 7D | +0.1% | -1.1% | +1.2% | +0.6% |
| 30D | +4.1% | +16.0% | -12.0% | -3.1% |
| 3M | -4.5% | +0.8% | -5.4% | -5.2% |
| 6M | +49.2% | +16.8% | +32.4% | +38.8% |
| YTD | +35.2% | -5.5% | +40.7% | +37.7% |
| 1Y | +38.3% | -5.3% | +43.5% | +40.5% |
| 3Y | -19.0% | +4.1% | -23.1% | -20.9% |
| All | -64.2% | -9.1% | -55.1% | -64.3% |
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