-15.5%
BB vs ALC
+21.6%
-37.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.4% |
| 7D | +0.5% | -3.7% | +4.2% | +2.7% |
| 30D | -12.4% | -3.7% | -8.6% | -10.6% |
| 3M | -15.3% | +4.6% | -19.8% | -18.9% |
| 6M | +128.8% | -14.6% | +143.4% | +144.4% |
| YTD | +107.7% | -11.9% | +119.5% | +116.3% |
| 1Y | +103.9% | -13.1% | +117.0% | +112.5% |
| 3Y | +72.6% | -15.0% | +87.6% | +77.3% |
| 5Y | -24.3% | -16.2% | -8.1% | -21.8% |
| All | -15.5% | +21.6% | -37.1% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling