+7.8%
D vs ALC
-16.0%
+23.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 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% | -1.4% |
| 6M | +7.4% | -15.9% | +23.3% | +10.9% |
| YTD | +15.9% | -10.1% | +26.0% | +17.7% |
| 1Y | +18.1% | -10.2% | +28.3% | +19.8% |
| 3Y | +58.4% | -13.6% | +71.9% | +59.7% |
| All | +7.8% | -16.0% | +23.7% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling