+27.6%
IR vs ALC
+2.3%
+25.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.1% |
| 7D | +3.7% | +4.9% | -1.2% | +1.9% |
| 30D | +7.4% | +19.0% | -11.5% | +0.9% |
| 3M | -5.9% | +7.8% | -13.7% | -8.7% |
| 6M | +5.6% | +14.6% | -9.0% | +0.1% |
| YTD | +4.8% | -4.4% | +9.3% | +5.7% |
| 1Y | +6.9% | +1.4% | +5.5% | +5.3% |
| 3Y | +27.6% | +2.5% | +25.0% | +29.0% |
| All | +27.6% | +2.3% | +25.3% | +29.0% |
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