-40.4%
IT vs ALC
-14.0%
-26.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.6% |
| 7D | -6.0% | -2.1% | -3.9% | -5.1% |
| 30D | 0.0% | -0.1% | +0.1% | +0.1% |
| 3M | +13.1% | +5.9% | +7.2% | +10.4% |
| 6M | +11.7% | -15.9% | +27.6% | +20.2% |
| YTD | -26.1% | -10.1% | -16.0% | -22.9% |
| 1Y | -21.3% | -10.2% | -11.0% | -18.0% |
| 3Y | -46.7% | -13.6% | -33.2% | -44.9% |
| All | -40.4% | -14.0% | -26.4% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling