+1,027.6%
FIX vs ALC
-9.1%
+1,036.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.2% |
| 7D | +9.4% | -1.1% | +10.5% | +9.7% |
| 30D | -27.8% | +16.0% | -43.8% | -31.6% |
| 3M | -35.6% | +0.8% | -36.4% | -36.2% |
| 6M | -45.2% | +16.8% | -62.1% | -49.1% |
| YTD | +19.5% | -5.5% | +25.0% | +20.0% |
| 1Y | +24.2% | -5.3% | +29.5% | +24.5% |
| 3Y | +494.2% | +4.1% | +490.1% | +454.5% |
| All | +1,027.6% | -9.1% | +1,036.7% | +1,022.9% |
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