-17.3%
BB vs ALC
+24.0%
-41.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.3% |
| 7D | -5.6% | -2.1% | -3.5% | -4.5% |
| 30D | -11.8% | -0.1% | -11.7% | -11.9% |
| 3M | -25.5% | +5.9% | -31.4% | -29.2% |
| 6M | +121.3% | -15.9% | +137.2% | +139.4% |
| YTD | +103.2% | -10.1% | +113.3% | +109.3% |
| 1Y | +102.6% | -10.2% | +112.9% | +106.9% |
| 3Y | +37.5% | -13.6% | +51.1% | +39.8% |
| 5Y | -30.4% | -15.1% | -15.3% | -28.7% |
| All | -17.3% | +24.0% | -41.3% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling