+51.9%
DOW vs ALC
+4.2%
+47.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.8% | -10.1% | -3.8% |
| 7D | -4.2% | +10.7% | -14.9% | -5.1% |
| 30D | +14.7% | +20.2% | -5.5% | +12.5% |
| 3M | +9.1% | +8.9% | +0.2% | +8.0% |
| 6M | -17.7% | +5.7% | -23.4% | -17.3% |
| YTD | +44.6% | -1.4% | +46.0% | +43.1% |
| 1Y | +51.9% | +4.7% | +47.2% | +45.8% |
| All | +51.9% | +4.2% | +47.7% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling