+53.1%
DOW vs ALC
-4.7%
+57.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.5% | +3.5% |
| 7D | -0.5% | -6.3% | +5.8% | 0.0% |
| 30D | +15.7% | +12.6% | +3.1% | +14.1% |
| 3M | +5.3% | -3.8% | +9.1% | +5.2% |
| 6M | -14.2% | +16.8% | -31.0% | -16.2% |
| YTD | +43.9% | -7.6% | +51.5% | +43.0% |
| 1Y | +53.1% | -5.9% | +58.9% | +49.8% |
| All | +53.1% | -4.7% | +57.7% | +49.8% |
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