+14.4%
FIX vs ALC
+4.2%
+10.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.8% | -21.9% | -12.9% |
| 7D | -18.9% | +10.7% | -29.6% | -16.2% |
| 30D | -36.3% | +20.2% | -56.5% | -33.2% |
| 3M | -38.5% | +8.9% | -47.4% | -36.0% |
| 6M | -42.3% | +5.7% | -48.0% | -39.0% |
| YTD | +17.1% | -1.4% | +18.5% | +26.1% |
| 1Y | +14.4% | +4.7% | +9.7% | +21.2% |
| All | +14.4% | +4.2% | +10.2% | +21.2% |
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 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