+409.7%
COMP vs ALC
+3.6%
+406.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.4% | -6.0% | -6.7% |
| 7D | +7.2% | +2.3% | +4.9% | +6.0% |
| 30D | +6.4% | +15.5% | -9.1% | -0.4% |
| 3M | -19.4% | +0.6% | -20.0% | -19.7% |
| 6M | +14.6% | +18.4% | -3.8% | +5.9% |
| YTD | -5.5% | -5.6% | +0.1% | -3.7% |
| 1Y | +13.7% | 0.0% | +13.6% | +11.2% |
| 3Y | +409.7% | +2.8% | +406.9% | +367.9% |
| All | +409.7% | +3.6% | +406.1% | +367.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling