+27.4%
M vs ALC
-16.0%
+43.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.5% |
| 7D | +4.7% | -2.1% | +6.8% | +5.6% |
| 30D | -9.6% | -0.1% | -9.5% | -9.7% |
| 3M | +0.9% | +5.9% | -5.0% | -2.0% |
| 6M | +22.3% | -15.9% | +38.2% | +30.6% |
| YTD | +6.5% | -10.1% | +16.6% | +9.9% |
| 1Y | +38.8% | -10.2% | +49.0% | +43.1% |
| 3Y | +115.9% | -13.6% | +129.5% | +123.5% |
| All | +27.4% | -16.0% | +43.4% | +37.2% |
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