+1,867.9%
FIX vs ALC
+31.8%
+1,836.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.6% | +6.3% |
| 7D | -17.5% | +4.9% | -22.3% | -19.6% |
| 30D | -41.6% | +19.0% | -60.5% | -46.4% |
| 3M | -40.6% | +7.8% | -48.4% | -43.4% |
| 6M | -49.4% | +14.6% | -63.9% | -53.7% |
| YTD | +9.2% | -4.4% | +13.6% | +8.2% |
| 1Y | +6.5% | +1.4% | +5.1% | +2.1% |
| 3Y | +448.7% | +2.5% | +446.2% | +404.7% |
| 5Y | +948.7% | -10.9% | +959.6% | +925.9% |
| All | +1,867.9% | +31.8% | +1,836.1% | +1,246.4% |
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