-21.1%
DOW vs ALC
+24.0%
-45.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.1% |
| 7D | -2.4% | -2.1% | -0.3% | -1.4% |
| 30D | +0.4% | -0.1% | +0.5% | +0.3% |
| 3M | -14.4% | +5.9% | -20.3% | -17.0% |
| 6M | -7.0% | -15.9% | +9.0% | -0.8% |
| YTD | +30.2% | -10.1% | +40.3% | +34.2% |
| 1Y | +29.2% | -10.2% | +39.4% | +33.2% |
| 3Y | -36.7% | -13.6% | -23.2% | -34.7% |
| 5Y | -37.7% | -15.1% | -22.6% | -36.8% |
| All | -21.1% | +24.0% | -45.1% | -36.6% |
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