+10.6%
BR vs ALC
-14.0%
+24.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.6% |
| 7D | -5.3% | -2.1% | -3.2% | -4.6% |
| 30D | +6.4% | -0.1% | +6.5% | +6.5% |
| 3M | +13.6% | +5.9% | +7.8% | +11.5% |
| 6M | -6.7% | -15.9% | +9.2% | -1.5% |
| YTD | -21.1% | -10.1% | -11.0% | -18.9% |
| 1Y | -29.6% | -10.2% | -19.3% | -27.8% |
| 3Y | -2.4% | -13.6% | +11.2% | -0.9% |
| All | +10.6% | -14.0% | +24.5% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling