+14.7%
D vs ALC
-11.3%
+26.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -3.1% | -6.2% | +3.1% | -1.6% |
| 30D | +8.4% | +14.0% | -5.7% | +5.8% |
| 3M | +0.2% | -2.4% | +2.6% | +0.6% |
| 6M | +9.5% | +12.6% | -3.2% | +7.0% |
| YTD | +18.8% | -8.4% | +27.2% | +17.4% |
| 1Y | +14.7% | -9.1% | +23.8% | +13.2% |
| All | +14.7% | -11.3% | +26.0% | +13.2% |
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