-24.4%
DOW vs ALC
+2.3%
-26.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.1% |
| 7D | -9.5% | +4.9% | -14.4% | -11.1% |
| 30D | +13.1% | +19.0% | -5.9% | +6.2% |
| 3M | +4.8% | +7.8% | -2.9% | +1.8% |
| 6M | -16.7% | +14.6% | -31.2% | -21.3% |
| YTD | +38.9% | -4.4% | +43.3% | +39.4% |
| 1Y | +48.3% | +1.4% | +46.9% | +44.5% |
| 3Y | -24.4% | +2.5% | -26.9% | -25.0% |
| All | -24.4% | +2.3% | -26.6% | -25.0% |
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