+13.4%
BND vs ALC
-15.5%
+28.9%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +0.1% | -3.7% | +3.8% | +0.3% |
| 30D | -0.4% | -3.7% | +3.4% | -0.2% |
| 3M | -0.2% | +4.6% | -4.8% | -0.5% |
| 6M | -1.2% | -14.6% | +13.4% | -0.4% |
| YTD | -0.3% | -11.9% | +11.6% | +0.3% |
| 1Y | +0.4% | -13.1% | +13.5% | +1.0% |
| 3Y | +13.4% | -15.0% | +28.4% | +13.3% |
| All | +13.4% | -15.5% | +28.9% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling