-21.6%
FDS vs ALC
-12.7%
-8.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.5% |
| 7D | -5.4% | -3.7% | -1.7% | -3.8% |
| 30D | +1.6% | -3.7% | +5.3% | +3.2% |
| 3M | +17.7% | +4.6% | +13.2% | +16.0% |
| 6M | +29.1% | -14.6% | +43.7% | +37.8% |
| YTD | +1.0% | -11.9% | +12.8% | +5.8% |
| 1Y | -21.6% | -13.1% | -8.5% | -17.5% |
| All | -21.6% | -12.7% | -8.9% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling