-15.8%
DOW vs ALC
+31.8%
-47.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.9% |
| 7D | -9.5% | +4.9% | -14.4% | -11.6% |
| 30D | +13.1% | +19.0% | -5.9% | +4.5% |
| 3M | +4.8% | +7.8% | -2.9% | +0.9% |
| 6M | -16.7% | +14.6% | -31.2% | -22.5% |
| YTD | +38.9% | -4.4% | +43.3% | +38.7% |
| 1Y | +48.3% | +1.4% | +46.9% | +43.9% |
| 3Y | -24.4% | +2.5% | -26.9% | -28.2% |
| 5Y | -29.2% | -10.9% | -18.3% | -29.8% |
| All | -15.8% | +31.8% | -47.6% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling