+119.1%
MO vs ALC
+24.0%
+95.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | +0.3% | -2.1% | +2.4% | +0.7% |
| 30D | +0.6% | -0.1% | +0.7% | +0.6% |
| 3M | -1.0% | +5.9% | -6.9% | -2.1% |
| 6M | +4.3% | -15.9% | +20.3% | +7.3% |
| YTD | +23.3% | -10.1% | +33.4% | +25.0% |
| 1Y | +10.5% | -10.2% | +20.7% | +11.8% |
| 3Y | +96.3% | -13.6% | +109.8% | +96.4% |
| 5Y | +98.9% | -15.1% | +114.0% | +97.8% |
| All | +119.1% | +24.0% | +95.0% | +79.3% |
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