+64.3%
CAPR vs ALC
+30.4%
+33.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.2% | -10.1% | -8.7% |
| 7D | +5.9% | -1.1% | +7.0% | +6.2% |
| 30D | +44.6% | +16.0% | +28.6% | +33.1% |
| 3M | +126.4% | +0.8% | +125.5% | +124.9% |
| 6M | -68.6% | +16.8% | -85.4% | -71.3% |
| YTD | -67.0% | -5.5% | -61.5% | -66.4% |
| 1Y | +65.2% | -5.3% | +70.4% | +68.6% |
| 3Y | +235.6% | +4.1% | +231.5% | +210.4% |
| 5Y | +175.4% | -7.1% | +182.5% | +165.9% |
| All | +64.3% | +30.4% | +33.9% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling