+65.2%
CAPR vs ALC
-6.0%
+71.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.2% | -10.1% | -9.3% |
| 7D | +5.9% | -1.1% | +7.0% | +6.6% |
| 30D | +44.6% | +16.0% | +28.6% | +27.8% |
| 3M | +126.4% | +0.8% | +125.5% | +124.1% |
| 6M | -68.6% | +16.8% | -85.4% | -73.0% |
| YTD | -67.0% | -5.5% | -61.5% | -65.2% |
| 1Y | +65.2% | -5.3% | +70.4% | +55.8% |
| All | +65.2% | -6.0% | +71.2% | +55.8% |
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