+53.9%
F vs ALC
-16.0%
+69.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.6% | +2.4% |
| 7D | +5.3% | -2.1% | +7.4% | +6.3% |
| 30D | +4.6% | -0.1% | +4.7% | +4.6% |
| 3M | -3.7% | +5.9% | -9.5% | -6.5% |
| 6M | +16.8% | -15.9% | +32.8% | +25.7% |
| YTD | +15.3% | -10.1% | +25.4% | +19.9% |
| 1Y | +31.0% | -10.2% | +41.2% | +35.9% |
| 3Y | +45.4% | -13.6% | +59.0% | +48.5% |
| All | +53.9% | -16.0% | +69.9% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling