-31.7%
MKTX vs ALC
+24.0%
-55.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | +0.4% | -2.1% | +2.5% | +1.2% |
| 30D | +1.1% | -0.1% | +1.2% | +1.0% |
| 3M | +36.1% | +5.9% | +30.2% | +32.7% |
| 6M | -12.9% | -15.9% | +3.1% | -7.8% |
| YTD | -8.5% | -10.1% | +1.6% | -5.9% |
| 1Y | -7.5% | -10.2% | +2.7% | -5.2% |
| 3Y | -28.3% | -13.6% | -14.8% | -28.2% |
| 5Y | -63.3% | -15.1% | -48.2% | -63.7% |
| All | -31.7% | +24.0% | -55.7% | -49.8% |
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