+62.1%
D vs ALC
-13.3%
+75.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | +1.5% | -2.1% | +3.6% | +1.9% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | 0.0% | +5.9% | -5.9% | -1.3% |
| 6M | +7.4% | -15.9% | +23.3% | +10.4% |
| YTD | +15.9% | -10.1% | +26.0% | +17.4% |
| 1Y | +18.1% | -10.2% | +28.3% | +19.5% |
| All | +62.1% | -13.3% | +75.4% | +67.4% |
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 2023-09-04 to 2026-09-04: 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling