+10.2%
IT vs ALC
+21.6%
-11.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.5% | -6.5% |
| 7D | -9.1% | -3.7% | -5.5% | -7.4% |
| 30D | -7.0% | -3.7% | -3.3% | -5.2% |
| 3M | +7.6% | +4.6% | +3.1% | +5.7% |
| 6M | +2.1% | -14.6% | +16.7% | +9.2% |
| YTD | -31.6% | -11.9% | -19.7% | -27.8% |
| 1Y | -29.9% | -13.1% | -16.8% | -25.8% |
| 3Y | -51.3% | -15.0% | -36.3% | -49.1% |
| 5Y | -44.8% | -16.2% | -28.6% | -42.7% |
| All | +10.2% | +21.6% | -11.4% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling