-63.3%
BAX vs ALC
+24.0%
-87.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.9% |
| 7D | -1.1% | -2.1% | +0.9% | -0.3% |
| 30D | -5.5% | -0.1% | -5.4% | -5.5% |
| 3M | +33.5% | +5.9% | +27.7% | +30.6% |
| 6M | +35.9% | -15.9% | +51.8% | +45.2% |
| YTD | +35.4% | -10.1% | +45.5% | +40.9% |
| 1Y | +9.8% | -10.2% | +20.0% | +14.2% |
| 3Y | -32.7% | -13.6% | -19.2% | -29.4% |
| 5Y | -65.6% | -15.1% | -50.4% | -64.4% |
| All | -63.3% | +24.0% | -87.4% | -67.6% |
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