+99.0%
COST vs ALC
+4.4%
+94.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.7% |
| 7D | +5.0% | -1.1% | +6.1% | +5.2% |
| 30D | +12.8% | +16.0% | -3.2% | +10.1% |
| 3M | +15.2% | +0.8% | +14.4% | +14.9% |
| 6M | +7.4% | +16.8% | -9.4% | +4.6% |
| YTD | +29.0% | -5.5% | +34.5% | +29.3% |
| 1Y | +20.3% | -5.3% | +25.5% | +20.4% |
| 3Y | +99.0% | +4.1% | +94.9% | +98.3% |
| All | +99.0% | +4.4% | +94.6% | +98.3% |
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