+101.7%
BR vs ALC
+30.3%
+71.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.9% |
| 7D | +5.0% | +2.3% | +2.7% | +4.0% |
| 30D | +16.6% | +15.5% | +1.1% | +10.3% |
| 3M | +12.0% | +0.6% | +11.4% | +11.6% |
| 6M | +30.7% | +18.4% | +12.4% | +22.6% |
| YTD | -11.9% | -5.6% | -6.4% | -11.1% |
| 1Y | -11.6% | 0.0% | -11.6% | -12.8% |
| 3Y | +15.0% | +2.8% | +12.2% | +8.7% |
| 5Y | +18.1% | -8.8% | +26.9% | +15.3% |
| All | +101.7% | +30.3% | +71.4% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling