+30.7%
BP vs ALC
+2.0%
+28.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.6% |
| 7D | -11.6% | +4.9% | -16.5% | -11.1% |
| 30D | 0.0% | +19.0% | -18.9% | +1.5% |
| 3M | +6.7% | +7.8% | -1.0% | +7.8% |
| 6M | +2.2% | +14.6% | -12.4% | +3.3% |
| YTD | +33.0% | -4.4% | +37.4% | +31.5% |
| 1Y | +30.7% | +1.4% | +29.3% | +30.8% |
| All | +30.7% | +2.0% | +28.7% | +30.8% |
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