+144.6%
CAPR vs ALC
-11.2%
+155.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +5.6% |
| 7D | +41.1% | +4.9% | +36.2% | +38.2% |
| 30D | +11.1% | +19.0% | -7.8% | +3.4% |
| 3M | +115.3% | +7.8% | +107.5% | +108.2% |
| 6M | -73.8% | +14.6% | -88.4% | -75.3% |
| YTD | -68.8% | -4.4% | -64.4% | -68.4% |
| 1Y | +43.3% | +1.4% | +41.9% | +42.9% |
| 3Y | +214.7% | +2.5% | +212.2% | +206.9% |
| All | +144.6% | -11.2% | +155.8% | +150.2% |
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