-31.1%
IT vs ALC
-14.0%
-17.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | -9.1% | -5.3% | -3.9% | -6.8% |
| 30D | -12.2% | -7.1% | -5.1% | -9.1% |
| 3M | +7.8% | +0.8% | +7.0% | +8.1% |
| 6M | +2.0% | -16.0% | +18.0% | +9.5% |
| YTD | -32.7% | -12.7% | -20.0% | -29.6% |
| 1Y | -31.1% | -12.8% | -18.3% | -28.0% |
| All | -31.1% | -14.0% | -17.1% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling