+172.3%
C vs ALC
+24.0%
+148.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.8% |
| 7D | +3.6% | -2.1% | +5.7% | +4.7% |
| 30D | +0.1% | -0.1% | +0.2% | 0.0% |
| 3M | +2.4% | +5.9% | -3.5% | -1.0% |
| 6M | +24.9% | -15.9% | +40.9% | +34.7% |
| YTD | +19.8% | -10.1% | +29.9% | +24.5% |
| 1Y | +44.9% | -10.2% | +55.1% | +50.1% |
| 3Y | +263.0% | -13.6% | +276.5% | +271.7% |
| 5Y | +129.5% | -15.1% | +144.7% | +130.6% |
| All | +172.3% | +24.0% | +148.3% | +92.7% |
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