-2.1%
BR vs ALC
-13.4%
+11.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.8% |
| 7D | -5.3% | -2.1% | -3.2% | -4.7% |
| 30D | +6.4% | -0.1% | +6.5% | +6.5% |
| 3M | +13.6% | +5.9% | +7.8% | +12.1% |
| 6M | -6.7% | -15.9% | +9.2% | -3.1% |
| YTD | -21.1% | -10.1% | -11.0% | -19.6% |
| 1Y | -29.6% | -10.2% | -19.3% | -28.3% |
| All | -2.1% | -13.4% | +11.3% | +0.5% |
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