+30.9%
M vs ALC
+34.7%
-3.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.3% |
| 7D | -2.1% | +7.6% | -9.8% | -6.1% |
| 30D | +7.7% | +21.1% | -13.4% | -3.3% |
| 3M | -4.4% | +8.5% | -12.8% | -8.8% |
| 6M | +27.5% | +2.8% | +24.7% | +23.8% |
| YTD | +12.8% | -2.4% | +15.1% | +12.0% |
| 1Y | +20.7% | +3.5% | +17.2% | +15.6% |
| 3Y | +111.3% | +4.2% | +107.1% | +94.9% |
| 5Y | -6.3% | -9.0% | +2.7% | -7.3% |
| All | +30.9% | +34.7% | -3.7% | -19.3% |
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