-15.1%
F vs ALC
-10.7%
-4.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.5% |
| 7D | -0.6% | +2.1% | -2.7% | -1.6% |
| 30D | +2.9% | +17.2% | -14.3% | -4.4% |
| 3M | -9.5% | +4.6% | -14.1% | -11.5% |
| 6M | +4.0% | +20.1% | -16.1% | -5.2% |
| YTD | -1.3% | -4.2% | +2.9% | -0.4% |
| 1Y | -1.9% | +2.1% | -4.0% | -4.5% |
| 3Y | +53.5% | +4.5% | +49.0% | +40.3% |
| 5Y | -15.1% | -12.3% | -2.8% | -17.2% |
| All | -15.1% | -10.7% | -4.5% | -17.2% |
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