+9.2%
EQX vs ALC
+4.2%
+5.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +6.8% | +6.0% | +10.4% |
| 7D | +7.6% | +10.7% | -3.1% | +4.3% |
| 30D | +0.4% | +20.2% | -19.7% | -5.1% |
| 3M | +18.0% | +8.9% | +9.1% | +14.7% |
| 6M | -18.4% | +5.7% | -24.1% | -20.5% |
| YTD | -19.3% | -1.4% | -17.9% | -17.1% |
| 1Y | +9.2% | +4.7% | +4.5% | +12.0% |
| All | +9.2% | +4.2% | +5.0% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling