+21.4%
IT vs ALC
+31.8%
-10.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.0% |
| 7D | -16.9% | +4.9% | -21.8% | -18.8% |
| 30D | +2.3% | +19.0% | -16.6% | -5.8% |
| 3M | +2.9% | +7.8% | -4.9% | -0.6% |
| 6M | +25.9% | +14.6% | +11.3% | +18.2% |
| YTD | -24.6% | -4.4% | -20.2% | -23.5% |
| 1Y | -16.0% | +1.4% | -17.4% | -17.3% |
| 3Y | -51.6% | +2.5% | -54.1% | -53.9% |
| 5Y | -42.6% | -10.9% | -31.7% | -42.1% |
| All | +21.4% | +31.8% | -10.4% | -4.6% |
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