+22.5%
MA vs ALC
+4.2%
+18.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.8% | -2.9% | +2.0% |
| 7D | +10.2% | +10.7% | -0.5% | +7.2% |
| 30D | +19.3% | +20.2% | -0.9% | +13.7% |
| 3M | +18.0% | +8.9% | +9.1% | +15.0% |
| 6M | +33.7% | +5.7% | +28.0% | +30.0% |
| YTD | +18.6% | -1.4% | +20.0% | +17.0% |
| 1Y | +22.5% | +4.7% | +17.8% | +16.7% |
| All | +22.5% | +4.2% | +18.3% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling