-11.8%
MKTX vs ALC
-14.0%
+2.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.2% |
| 7D | -0.2% | -7.7% | +7.5% | +0.7% |
| 30D | +0.8% | -11.7% | +12.5% | +2.2% |
| 3M | +41.1% | +0.7% | +40.5% | +40.9% |
| 6M | -9.5% | -17.1% | +7.5% | -7.5% |
| YTD | -8.7% | -15.1% | +6.5% | -7.0% |
| All | -11.8% | -14.0% | +2.2% | -9.9% |
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 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