+39.1%
FDS vs ALC
+31.8%
+7.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -2.8% |
| 7D | -0.5% | +4.9% | -5.4% | -2.5% |
| 30D | +20.2% | +19.0% | +1.3% | +11.8% |
| 3M | +19.9% | +7.8% | +12.1% | +16.2% |
| 6M | +56.2% | +14.6% | +41.6% | +47.4% |
| YTD | +14.6% | -4.4% | +19.0% | +15.9% |
| 1Y | +31.6% | +1.4% | +30.2% | +29.8% |
| 3Y | -23.8% | +2.5% | -26.3% | -28.1% |
| 5Y | -22.6% | -10.9% | -11.7% | -23.2% |
| All | +39.1% | +31.8% | +7.3% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling