+223.3%
CAPR vs ALC
-10.6%
+233.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -2.2% | +28.7% | +27.4% |
| 7D | +25.8% | -6.3% | +32.1% | +29.2% |
| 30D | +50.2% | +12.6% | +37.6% | +42.9% |
| 3M | +185.5% | -3.8% | +189.3% | +189.6% |
| 6M | -64.8% | +16.8% | -81.7% | -67.1% |
| YTD | -61.1% | -7.6% | -53.5% | -60.1% |
| 1Y | +81.0% | -5.9% | +86.8% | +85.2% |
| 3Y | +300.7% | +0.6% | +300.1% | +294.0% |
| 5Y | +223.3% | -9.5% | +232.8% | +223.9% |
| All | +223.3% | -10.6% | +233.9% | +223.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling