+2,053.5%
FIX vs ALC
+30.4%
+2,023.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.6% |
| 7D | +9.4% | -1.1% | +10.5% | +9.8% |
| 30D | -27.8% | +16.0% | -43.8% | -33.1% |
| 3M | -35.6% | +0.8% | -36.4% | -36.7% |
| 6M | -45.2% | +16.8% | -62.1% | -50.4% |
| YTD | +19.5% | -5.5% | +25.0% | +18.8% |
| 1Y | +24.2% | -5.3% | +29.5% | +23.2% |
| 3Y | +494.2% | +4.1% | +490.1% | +440.5% |
| 5Y | +1,036.1% | -7.1% | +1,043.2% | +980.7% |
| All | +2,053.5% | +30.4% | +2,023.1% | +1,378.6% |
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 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