+94.4%
MO vs ALC
-15.5%
+109.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.9% |
| 7D | -2.0% | -3.7% | +1.7% | -1.7% |
| 30D | -0.3% | -3.7% | +3.5% | 0.0% |
| 3M | -2.9% | +4.6% | -7.5% | -3.3% |
| 6M | +5.8% | -14.6% | +20.4% | +6.2% |
| YTD | +22.0% | -11.9% | +33.9% | +22.4% |
| 1Y | +10.7% | -13.1% | +23.8% | +11.1% |
| 3Y | +94.4% | -15.0% | +109.4% | +95.6% |
| All | +94.4% | -15.5% | +109.9% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling