-24.2%
FDS vs ALC
-9.1%
-15.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.9% |
| 7D | +1.5% | -1.1% | +2.6% | +1.8% |
| 30D | +14.8% | +16.0% | -1.2% | +8.5% |
| 3M | +16.3% | +0.8% | +15.5% | +15.8% |
| 6M | +66.2% | +16.8% | +49.4% | +57.0% |
| YTD | +16.2% | -5.5% | +21.7% | +17.8% |
| 1Y | +21.8% | -5.3% | +27.1% | +23.3% |
| 3Y | -23.9% | +4.1% | -28.0% | -28.6% |
| All | -24.2% | -9.1% | -15.1% | -24.7% |
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