+76.4%
DD vs ALC
+32.2%
+44.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.8% |
| 7D | +9.8% | +2.1% | +7.7% | +8.5% |
| 30D | +19.3% | +17.2% | +2.1% | +10.4% |
| 3M | +9.4% | +4.6% | +4.7% | +6.4% |
| 6M | +4.8% | +20.1% | -15.3% | -5.3% |
| YTD | +30.2% | -4.2% | +34.4% | +30.6% |
| 1Y | +32.2% | +2.1% | +30.1% | +28.2% |
| 3Y | +93.1% | +4.5% | +88.6% | +81.0% |
| 5Y | +68.0% | -12.3% | +80.3% | +69.3% |
| All | +76.4% | +32.2% | +44.2% | +29.9% |
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