+1,766.2%
FIX vs ALC
+34.7%
+1,731.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.0% | -10.6% | -11.2% |
| 7D | -27.2% | +7.6% | -34.9% | -29.9% |
| 30D | -46.9% | +21.1% | -68.1% | -51.6% |
| 3M | -44.4% | +8.5% | -52.9% | -47.1% |
| 6M | -50.9% | +2.8% | -53.7% | -52.8% |
| YTD | +3.5% | -2.4% | +5.9% | +1.8% |
| 1Y | -2.1% | +3.5% | -5.6% | -6.8% |
| 3Y | +418.7% | +4.2% | +414.6% | +374.8% |
| 5Y | +894.6% | -9.0% | +903.5% | +865.2% |
| All | +1,766.2% | +34.7% | +1,731.6% | +1,166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling