+58.2%
CAPR vs ALC
-10.2%
+68.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.8% |
| 7D | -2.0% | -2.1% | +0.1% | -0.6% |
| 30D | +139.2% | -0.1% | +139.3% | +138.1% |
| 3M | -66.4% | +5.9% | -72.3% | -67.8% |
| 6M | -63.1% | -15.9% | -47.2% | -54.5% |
| YTD | -67.4% | -10.1% | -57.3% | -64.2% |
| 1Y | +58.2% | -10.2% | +68.5% | +91.7% |
| All | +58.2% | -10.2% | +68.4% | +91.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling