+136.7%
C vs ALC
+31.8%
+104.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.5% |
| 7D | -2.4% | +4.9% | -7.3% | -4.7% |
| 30D | -6.0% | +19.0% | -24.9% | -13.7% |
| 3M | -10.5% | +7.8% | -18.3% | -14.2% |
| 6M | -5.7% | +14.6% | -20.3% | -12.7% |
| YTD | +4.1% | -4.4% | +8.6% | +4.7% |
| 1Y | +20.5% | +1.4% | +19.1% | +17.4% |
| 3Y | +208.1% | +2.5% | +205.6% | +186.9% |
| 5Y | +110.4% | -10.9% | +121.3% | +106.9% |
| All | +136.7% | +31.8% | +104.9% | +62.1% |
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