+75.9%
DD vs ALC
+26.4%
+49.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +6.7% | -6.2% | +12.9% | +9.9% |
| 30D | +19.4% | +14.0% | +5.4% | +11.8% |
| 3M | +7.6% | -2.4% | +10.0% | +8.2% |
| 6M | +2.9% | +12.6% | -9.7% | -4.1% |
| YTD | +29.9% | -8.4% | +38.3% | +33.0% |
| 1Y | +28.6% | -9.1% | +37.8% | +32.1% |
| 3Y | +90.0% | -0.3% | +90.3% | +81.9% |
| 5Y | +68.1% | -9.9% | +78.1% | +66.4% |
| All | +75.9% | +26.4% | +49.5% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling