-25.6%
COMP vs ALC
-8.7%
-16.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.0% | -7.2% | -7.2% |
| 7D | -1.8% | +7.6% | -9.4% | -8.6% |
| 30D | -0.8% | +21.1% | -21.9% | -17.9% |
| 3M | -28.1% | +8.5% | -36.6% | -33.9% |
| 6M | +27.0% | +2.8% | +24.2% | +17.8% |
| YTD | -12.8% | -2.4% | -10.4% | -14.2% |
| 1Y | +4.9% | +3.5% | +1.4% | -4.7% |
| 3Y | +321.0% | +4.2% | +316.8% | +215.1% |
| 5Y | -25.6% | -9.0% | -16.6% | -36.4% |
| All | -25.6% | -8.7% | -16.8% | -36.4% |
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