+106.7%
BB vs ALC
-14.0%
+120.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.8% |
| 7D | +1.8% | -5.3% | +7.1% | +0.5% |
| 30D | -12.2% | -7.1% | -5.2% | -13.7% |
| 3M | -12.3% | +0.8% | -13.1% | -11.5% |
| 6M | +122.7% | -16.0% | +138.7% | +124.4% |
| YTD | +104.5% | -12.7% | +117.2% | +105.2% |
| 1Y | +106.7% | -12.8% | +119.5% | +106.6% |
| All | +106.7% | -14.0% | +120.6% | +106.6% |
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 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