-0.5%
BND vs ALC
+4.2%
-4.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | +0.1% |
| 7D | +0.4% | +10.7% | -10.3% | 0.0% |
| 30D | +2.3% | +20.2% | -17.9% | +1.6% |
| 3M | -1.0% | +8.9% | -9.9% | -1.4% |
| 6M | -0.9% | +5.7% | -6.6% | -1.3% |
| YTD | -0.9% | -1.4% | +0.6% | -0.9% |
| 1Y | -0.5% | +4.7% | -5.2% | -0.9% |
| All | -0.5% | +4.2% | -4.7% | -0.9% |
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