-11.4%
F vs ALC
-8.7%
-2.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +1.4% | +7.6% | -6.2% | -2.0% |
| 30D | +2.0% | +21.1% | -19.1% | -6.6% |
| 3M | -10.4% | +8.5% | -18.8% | -13.8% |
| 6M | +9.7% | +2.8% | +6.9% | +6.9% |
| YTD | -1.2% | -2.4% | +1.2% | -1.2% |
| 1Y | 0.0% | +3.5% | -3.4% | -3.1% |
| 3Y | +41.1% | +4.2% | +36.9% | +29.7% |
| 5Y | -11.4% | -9.0% | -2.4% | -15.2% |
| All | -11.4% | -8.7% | -2.7% | -15.2% |
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