-59.7%
MKTX vs ALC
-20.7%
-39.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -0.2% | -6.3% | +6.1% | +1.7% |
| 30D | +0.7% | -10.3% | +11.0% | +4.0% |
| 3M | +40.8% | -0.7% | +41.5% | +40.6% |
| 6M | -8.0% | -17.8% | +9.9% | -2.9% |
| YTD | -8.7% | -15.8% | +7.1% | -4.6% |
| 1Y | -11.8% | -16.7% | +4.9% | -7.7% |
| 3Y | -24.0% | -19.7% | -4.3% | -22.5% |
| All | -59.7% | -20.7% | -39.0% | -61.7% |
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 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