+420.4%
FIX vs ALC
+4.5%
+415.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.0% | -10.6% | -11.5% |
| 7D | -27.2% | +7.6% | -34.9% | -28.1% |
| 30D | -46.9% | +21.1% | -68.1% | -48.9% |
| 3M | -44.4% | +8.5% | -52.9% | -45.3% |
| 6M | -50.9% | +2.8% | -53.7% | -51.0% |
| YTD | +3.5% | -2.4% | +5.9% | +5.0% |
| 1Y | -2.1% | +3.5% | -5.6% | -3.1% |
| All | +420.4% | +4.5% | +415.9% | +393.2% |
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