-32.6%
MOD vs ALC
+4.2%
-36.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.8% | -28.3% | -19.6% |
| 7D | -31.3% | +10.7% | -42.0% | -29.5% |
| 30D | -46.1% | +20.2% | -66.3% | -44.5% |
| 3M | -51.1% | +8.9% | -60.0% | -49.3% |
| 6M | -62.1% | +5.7% | -67.8% | -59.8% |
| YTD | -26.2% | -1.4% | -24.8% | -19.3% |
| 1Y | -32.6% | +4.7% | -37.3% | -25.5% |
| All | -32.6% | +4.2% | -36.8% | -25.5% |
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