+99.0%
BR vs ALC
+31.8%
+67.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.0% |
| 7D | +6.5% | +4.9% | +1.6% | +4.5% |
| 30D | +18.9% | +19.0% | 0.0% | +11.2% |
| 3M | +16.3% | +7.8% | +8.5% | +12.9% |
| 6M | +26.2% | +14.6% | +11.6% | +19.7% |
| YTD | -13.1% | -4.4% | -8.7% | -12.6% |
| 1Y | -10.5% | +1.4% | -11.9% | -12.2% |
| 3Y | +13.3% | +2.5% | +10.8% | +7.4% |
| 5Y | +19.9% | -10.9% | +30.8% | +18.1% |
| All | +99.0% | +31.8% | +67.2% | +51.9% |
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 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