+448.7%
FIX vs ALC
+2.3%
+446.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.6% | +5.7% |
| 7D | -17.5% | +4.9% | -22.3% | -18.2% |
| 30D | -41.6% | +19.0% | -60.5% | -43.6% |
| 3M | -40.6% | +7.8% | -48.4% | -41.6% |
| 6M | -49.4% | +14.6% | -63.9% | -51.4% |
| YTD | +9.2% | -4.4% | +13.6% | +10.9% |
| 1Y | +6.5% | +1.4% | +5.1% | +5.6% |
| 3Y | +448.7% | +2.5% | +446.2% | +421.3% |
| All | +448.7% | +2.3% | +446.5% | +421.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling