+1,046.7%
FIX vs ALC
-10.7%
+1,057.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.3% | +9.1% | +9.3% |
| 7D | -7.2% | +2.1% | -9.3% | -8.1% |
| 30D | -35.1% | +17.2% | -52.3% | -38.6% |
| 3M | -34.3% | +4.6% | -38.9% | -35.7% |
| 6M | -42.9% | +20.1% | -63.0% | -47.4% |
| YTD | +19.5% | -4.2% | +23.6% | +19.6% |
| 1Y | +16.8% | +2.1% | +14.7% | +13.6% |
| 3Y | +506.7% | +4.5% | +502.2% | +467.8% |
| 5Y | +1,046.7% | -12.3% | +1,059.0% | +1,056.5% |
| All | +1,046.7% | -10.7% | +1,057.4% | +1,056.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling