-10.3%
M vs ALC
-11.2%
+0.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.6% |
| 7D | -4.3% | +4.9% | -9.2% | -6.2% |
| 30D | +1.3% | +19.0% | -17.7% | -6.0% |
| 3M | -7.4% | +7.8% | -15.1% | -10.4% |
| 6M | +18.3% | +14.6% | +3.8% | +11.1% |
| YTD | +7.6% | -4.4% | +12.0% | +8.2% |
| 1Y | +17.4% | +1.4% | +16.0% | +14.7% |
| 3Y | +108.4% | +2.5% | +105.8% | +99.6% |
| All | -10.3% | -11.2% | +0.9% | -4.9% |
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