-1.8%
BB vs ALC
+30.3%
-32.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | 0.0% |
| 7D | +11.6% | +2.3% | +9.3% | +10.1% |
| 30D | +2.6% | +15.5% | -12.9% | -6.1% |
| 3M | +3.5% | +0.6% | +2.9% | +2.4% |
| 6M | +43.5% | +18.4% | +25.1% | +26.2% |
| YTD | +141.2% | -5.6% | +146.7% | +139.8% |
| 1Y | +97.4% | 0.0% | +97.4% | +87.4% |
| 3Y | +151.1% | +2.8% | +148.3% | +124.7% |
| 5Y | -12.8% | -8.8% | -4.0% | -15.1% |
| All | -1.8% | +30.3% | -32.1% | -21.3% |
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