+135.5%
C vs ALC
+34.7%
+100.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.1% | -4.6% |
| 7D | -5.3% | +7.6% | -12.9% | -8.7% |
| 30D | -7.3% | +21.1% | -28.5% | -15.7% |
| 3M | -13.5% | +8.5% | -21.9% | -17.2% |
| 6M | -6.5% | +2.8% | -9.3% | -9.1% |
| YTD | +3.6% | -2.4% | +6.0% | +3.2% |
| 1Y | +18.9% | +3.5% | +15.4% | +14.7% |
| 3Y | +205.0% | +4.2% | +200.8% | +182.0% |
| 5Y | +109.4% | -9.0% | +118.3% | +103.8% |
| All | +135.5% | +34.7% | +100.9% | +59.7% |
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