+18.2%
D vs ALC
+2.0%
+16.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | +3.0% | +4.9% | -1.9% | +1.9% |
| 30D | +11.5% | +19.0% | -7.5% | +7.9% |
| 3M | +3.7% | +7.8% | -4.0% | +2.1% |
| 6M | +13.5% | +14.6% | -1.0% | +10.2% |
| YTD | +20.7% | -4.4% | +25.2% | +18.3% |
| 1Y | +18.2% | +1.4% | +16.8% | +15.3% |
| All | +18.2% | +2.0% | +16.2% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling