+2,081.8%
FIX vs ALC
+26.4%
+2,055.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | +16.9% | -6.2% | +23.1% | +19.8% |
| 30D | -30.6% | +14.0% | -44.7% | -35.3% |
| 3M | -35.1% | -2.4% | -32.7% | -35.4% |
| 6M | -44.0% | +12.6% | -56.6% | -48.5% |
| YTD | +21.0% | -8.4% | +29.5% | +21.9% |
| 1Y | +16.2% | -9.1% | +25.3% | +17.3% |
| 3Y | +506.9% | -0.3% | +507.2% | +462.8% |
| 5Y | +1,051.1% | -9.9% | +1,061.0% | +1,009.1% |
| All | +2,081.8% | +26.4% | +2,055.4% | +1,417.4% |
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