+9.5%
MO vs ALC
-14.0%
+23.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -2.4% | -5.3% | +2.9% | -1.9% |
| 30D | +3.6% | -7.1% | +10.6% | +4.3% |
| 3M | -3.7% | +0.8% | -4.5% | -3.8% |
| 6M | +4.5% | -16.0% | +20.5% | +2.9% |
| YTD | +21.5% | -12.7% | +34.3% | +20.5% |
| 1Y | +9.5% | -12.8% | +22.4% | +8.2% |
| All | +9.5% | -14.0% | +23.5% | +8.2% |
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