-44.8%
COMP vs ALC
+1.7%
-46.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +2.6% |
| 7D | +1.4% | -2.1% | +3.5% | +3.3% |
| 30D | -13.3% | -0.1% | -13.2% | -13.4% |
| 3M | +41.1% | +5.9% | +35.2% | +33.1% |
| 6M | +17.2% | -15.9% | +33.1% | +35.0% |
| YTD | +5.2% | -10.1% | +15.3% | +12.0% |
| 1Y | +18.9% | -10.2% | +29.2% | +25.5% |
| 3Y | +215.9% | -13.6% | +229.5% | +216.6% |
| 5Y | -31.2% | -15.1% | -16.1% | -38.0% |
| All | -44.8% | +1.7% | -46.5% | -49.9% |
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 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