+167.7%
EQX vs ALC
+20.4%
+147.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +1.7% | -5.3% | +7.0% | +3.8% |
| 30D | +11.1% | -7.1% | +18.2% | +14.2% |
| 3M | +23.1% | +0.8% | +22.3% | +22.3% |
| 6M | -21.8% | -16.0% | -5.9% | -17.0% |
| YTD | -8.1% | -12.7% | +4.7% | -3.9% |
| 1Y | +29.7% | -12.8% | +42.5% | +35.2% |
| 3Y | +179.9% | -15.8% | +195.8% | +190.2% |
| 5Y | +82.5% | -16.7% | +99.2% | +81.3% |
| All | +167.7% | +20.4% | +147.3% | +148.5% |
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