-63.4%
BAX vs ALC
+31.8%
-95.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.4% |
| 7D | +12.1% | +4.9% | +7.2% | +9.9% |
| 30D | +7.6% | +19.0% | -11.4% | -0.1% |
| 3M | -4.5% | +7.8% | -12.2% | -7.6% |
| 6M | +52.0% | +14.6% | +37.5% | +43.5% |
| YTD | +35.1% | -4.4% | +39.6% | +36.9% |
| 1Y | +43.7% | +1.4% | +42.3% | +42.2% |
| 3Y | -20.9% | +2.5% | -23.4% | -22.3% |
| 5Y | -63.5% | -10.9% | -52.6% | -63.1% |
| All | -63.4% | +31.8% | -95.2% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling