-49.3%
COMP vs ALC
+8.1%
-57.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.1% | +12.8% | +12.7% |
| 7D | +13.4% | +4.9% | +8.6% | +8.5% |
| 30D | +11.1% | +19.0% | -7.9% | -5.3% |
| 3M | -18.8% | +7.8% | -26.6% | -24.6% |
| 6M | +10.5% | +14.6% | -4.1% | -3.7% |
| YTD | -3.4% | -4.4% | +1.0% | -3.1% |
| 1Y | +19.7% | +1.4% | +18.3% | +11.8% |
| 3Y | +381.6% | +2.5% | +379.1% | +288.6% |
| 5Y | -17.6% | -10.9% | -6.7% | -29.4% |
| All | -49.3% | +8.1% | -57.5% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling