+15.2%
D vs ALC
-11.2%
+26.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.2% |
| 3M | +3.7% | +7.8% | -4.0% | +1.9% |
| 6M | +13.5% | +14.6% | -1.0% | +9.9% |
| YTD | +20.7% | -4.4% | +25.2% | +20.9% |
| 1Y | +18.2% | +1.4% | +16.8% | +16.6% |
| 3Y | +73.3% | +2.5% | +70.8% | +67.6% |
| All | +15.2% | -11.2% | +26.4% | +9.8% |
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