+11.4%
BND vs ALC
+24.0%
-12.6%
-18.6%
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% | +0.1% |
| 7D | -0.1% | -2.1% | +1.9% | 0.0% |
| 30D | -0.4% | -0.1% | -0.3% | -0.4% |
| 3M | -0.6% | +5.9% | -6.5% | -0.9% |
| 6M | -1.4% | -15.9% | +14.5% | -0.7% |
| YTD | -0.2% | -10.1% | +9.9% | +0.1% |
| 1Y | +1.3% | -10.2% | +11.5% | +1.6% |
| 3Y | +13.2% | -13.6% | +26.7% | +13.3% |
| 5Y | -1.6% | -15.1% | +13.6% | -2.0% |
| All | +11.4% | +24.0% | -12.6% | +10.0% |
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