-35.9%
DOW vs ALC
-15.6%
-20.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.1% |
| 7D | -2.9% | -3.7% | +0.7% | -1.6% |
| 30D | +2.0% | -3.7% | +5.7% | +3.3% |
| 3M | -12.5% | +4.6% | -17.1% | -14.3% |
| 6M | -9.2% | -14.6% | +5.4% | -4.7% |
| YTD | +30.8% | -11.9% | +42.6% | +35.2% |
| 1Y | +29.4% | -13.1% | +42.5% | +34.5% |
| 3Y | -34.6% | -15.0% | -19.6% | -32.0% |
| 5Y | -35.9% | -16.2% | -19.8% | -37.8% |
| All | -35.9% | -15.6% | -20.3% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling