+777.0%
FIX vs ALC
-13.3%
+790.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.5% |
| 7D | +6.0% | -2.1% | +8.1% | +6.6% |
| 30D | -7.2% | -0.1% | -7.1% | -7.5% |
| 3M | -15.9% | +5.9% | -21.7% | -17.9% |
| 6M | +12.7% | -15.9% | +28.7% | +19.1% |
| YTD | +72.8% | -10.1% | +82.9% | +77.6% |
| 1Y | +122.9% | -10.2% | +133.1% | +128.6% |
| All | +777.0% | -13.3% | +790.3% | +797.4% |
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 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