+19.5%
D vs ALC
+24.0%
-4.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | +0.4% | -2.1% | +2.5% | +1.1% |
| 30D | -3.6% | -0.1% | -3.5% | -3.6% |
| 3M | -1.0% | +5.9% | -6.9% | -2.9% |
| 6M | +6.3% | -15.9% | +22.2% | +11.2% |
| YTD | +14.7% | -10.1% | +24.8% | +17.4% |
| 1Y | +16.9% | -10.2% | +27.2% | +19.3% |
| 3Y | +56.8% | -13.6% | +70.4% | +58.6% |
| 5Y | +5.2% | -15.1% | +20.3% | +4.9% |
| All | +19.5% | +24.0% | -4.5% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling