+38.6%
FDS vs ALC
+32.2%
+6.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | -5.0% | +2.1% | -7.0% | -5.8% |
| 30D | +13.8% | +17.2% | -3.4% | +6.4% |
| 3M | +14.8% | +4.6% | +10.2% | +12.7% |
| 6M | +47.4% | +20.1% | +27.3% | +36.5% |
| YTD | +14.2% | -4.2% | +18.3% | +15.3% |
| 1Y | +26.6% | +2.1% | +24.6% | +24.5% |
| 3Y | -24.4% | +4.5% | -28.9% | -29.3% |
| 5Y | -22.6% | -12.3% | -10.3% | -22.6% |
| All | +38.6% | +32.2% | +6.5% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling