+22.0%
IT vs ALC
+32.2%
-10.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -18.8% | +2.1% | -20.9% | -19.6% |
| 30D | -0.1% | +17.2% | -17.3% | -7.3% |
| 3M | +2.9% | +4.6% | -1.7% | +0.9% |
| 6M | +20.4% | +20.1% | +0.3% | +10.7% |
| YTD | -24.3% | -4.2% | -20.1% | -23.2% |
| 1Y | -17.2% | +2.1% | -19.2% | -18.6% |
| 3Y | -52.4% | +4.5% | -56.9% | -55.1% |
| 5Y | -43.7% | -12.3% | -31.4% | -42.7% |
| All | +22.0% | +32.2% | -10.2% | -4.3% |
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