+26.4%
D vs ALC
+34.7%
-8.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +6.9% | +7.6% | -0.7% | +4.6% |
| 30D | +12.3% | +21.1% | -8.8% | +6.0% |
| 3M | +3.0% | +8.5% | -5.4% | +0.4% |
| 6M | +12.8% | +2.8% | +10.0% | +11.2% |
| YTD | +22.6% | -2.4% | +24.9% | +22.2% |
| 1Y | +21.7% | +3.5% | +18.2% | +18.9% |
| 3Y | +83.9% | +4.2% | +79.7% | +74.7% |
| 5Y | +14.0% | -9.0% | +22.9% | +11.5% |
| All | +26.4% | +34.7% | -8.3% | -6.2% |
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 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