+190.6%
IR vs ALC
+24.0%
+166.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.4% |
| 7D | -2.8% | -2.1% | -0.7% | -1.8% |
| 30D | -15.1% | -0.1% | -15.0% | -15.3% |
| 3M | +6.1% | +5.9% | +0.2% | +2.8% |
| 6M | -16.8% | -15.9% | -0.9% | -10.1% |
| YTD | -3.5% | -10.1% | +6.6% | +0.5% |
| 1Y | -3.5% | -10.2% | +6.7% | +0.4% |
| 3Y | +9.5% | -13.6% | +23.0% | +12.9% |
| 5Y | +45.1% | -15.1% | +60.2% | +48.4% |
| All | +190.6% | +24.0% | +166.6% | +125.5% |
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 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