-6.1%
BB vs ALC
+31.8%
-37.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +5.6% |
| 7D | +3.8% | +4.9% | -1.1% | +0.8% |
| 30D | -0.3% | +19.0% | -19.3% | -10.3% |
| 3M | -0.5% | +7.8% | -8.2% | -5.5% |
| 6M | +45.9% | +14.6% | +31.3% | +30.9% |
| YTD | +130.6% | -4.4% | +135.1% | +127.8% |
| 1Y | +89.2% | +1.4% | +87.8% | +78.2% |
| 3Y | +137.5% | +2.5% | +135.0% | +113.5% |
| 5Y | -20.9% | -10.9% | -10.0% | -21.7% |
| All | -6.1% | +31.8% | -37.9% | -25.2% |
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