-35.3%
DOW vs ALC
-13.4%
-22.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.2% |
| 7D | -2.4% | -2.1% | -0.3% | -1.6% |
| 30D | +0.4% | -0.1% | +0.5% | +0.3% |
| 3M | -14.4% | +5.9% | -20.3% | -16.5% |
| 6M | -7.0% | -15.9% | +9.0% | -0.9% |
| YTD | +30.2% | -10.1% | +40.3% | +33.9% |
| 1Y | +29.2% | -10.2% | +39.4% | +32.8% |
| All | -35.3% | -13.4% | -22.0% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling