+59.5%
CAPR vs ALC
+0.5%
+59.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.4% | -8.5% | -8.7% |
| 7D | +7.6% | +2.3% | +5.3% | +5.7% |
| 30D | +13.3% | +15.5% | -2.2% | +0.9% |
| 3M | +130.4% | +0.6% | +129.8% | +129.0% |
| 6M | -70.8% | +18.4% | -89.2% | -75.2% |
| YTD | -69.3% | -5.6% | -63.7% | -66.9% |
| 1Y | +59.5% | 0.0% | +59.5% | +32.6% |
| All | +59.5% | +0.5% | +59.0% | +32.6% |
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