+87.6%
BB vs ALC
+4.2%
+83.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.8% | +0.1% | +8.4% |
| 7D | -6.8% | +10.7% | -17.5% | -4.6% |
| 30D | -3.5% | +20.2% | -23.7% | +0.7% |
| 3M | -1.2% | +8.9% | -10.1% | +0.6% |
| 6M | +57.0% | +5.7% | +51.3% | +61.5% |
| YTD | +131.1% | -1.4% | +132.6% | +137.5% |
| 1Y | +87.6% | +4.7% | +82.9% | +93.0% |
| All | +87.6% | +4.2% | +83.4% | +93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling