-4.4%
BB vs ALC
+30.4%
-34.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -4.2% |
| 7D | +1.8% | -1.1% | +2.9% | +2.3% |
| 30D | +8.1% | +16.0% | -7.9% | -1.4% |
| 3M | -1.0% | +0.8% | -1.8% | -2.3% |
| 6M | +45.9% | +16.8% | +29.1% | +29.2% |
| YTD | +134.8% | -5.5% | +140.3% | +133.1% |
| 1Y | +104.6% | -5.3% | +109.8% | +101.9% |
| 3Y | +152.8% | +4.1% | +148.8% | +123.9% |
| 5Y | -17.4% | -7.1% | -10.4% | -20.7% |
| All | -4.4% | +30.4% | -34.8% | -23.5% |
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 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