+46.0%
F vs ALC
-13.3%
+59.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.6% | +2.2% |
| 7D | +5.3% | -2.1% | +7.4% | +6.0% |
| 30D | +4.6% | -0.1% | +4.7% | +4.7% |
| 3M | -3.7% | +5.9% | -9.5% | -5.7% |
| 6M | +16.8% | -15.9% | +32.8% | +23.9% |
| YTD | +15.3% | -10.1% | +25.4% | +19.2% |
| 1Y | +31.0% | -10.2% | +41.2% | +35.2% |
| All | +46.0% | -13.3% | +59.3% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling