+334.9%
COMP vs ALC
+4.5%
+330.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.0% | -7.2% | -7.7% |
| 7D | -1.8% | +7.6% | -9.4% | -5.1% |
| 30D | -0.8% | +21.1% | -21.9% | -9.2% |
| 3M | -28.1% | +8.5% | -36.6% | -30.9% |
| 6M | +27.0% | +2.8% | +24.2% | +22.9% |
| YTD | -12.8% | -2.4% | -10.4% | -12.4% |
| 1Y | +4.9% | +3.5% | +1.4% | +1.0% |
| All | +334.9% | +4.5% | +330.4% | +288.0% |
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