+183.8%
EQT vs ALC
+20.4%
+163.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.0% | -5.3% | +3.3% | -0.3% |
| 30D | +1.0% | -7.1% | +8.1% | +3.3% |
| 3M | +4.0% | +0.8% | +3.2% | +3.5% |
| 6M | -11.7% | -16.0% | +4.3% | -7.4% |
| YTD | +2.8% | -12.7% | +15.6% | +6.3% |
| 1Y | +10.0% | -12.8% | +22.8% | +13.5% |
| 3Y | +34.1% | -15.8% | +50.0% | +36.8% |
| 5Y | +195.3% | -16.7% | +211.9% | +194.1% |
| All | +183.8% | +20.4% | +163.4% | +99.3% |
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