+48.3%
CAPR vs ALC
+34.7%
+13.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.0% |
| 7D | +29.7% | +7.6% | +22.1% | +24.7% |
| 30D | +11.0% | +21.1% | -10.2% | +0.1% |
| 3M | +118.8% | +8.5% | +110.4% | +108.8% |
| 6M | -73.9% | +2.8% | -76.7% | -74.5% |
| YTD | -70.2% | -2.4% | -67.8% | -70.1% |
| 1Y | +38.3% | +3.5% | +34.8% | +35.2% |
| 3Y | +199.7% | +4.2% | +195.5% | +178.5% |
| 5Y | +130.6% | -9.0% | +139.5% | +128.2% |
| All | +48.3% | +34.7% | +13.6% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling