+343.5%
MSFT vs ALC
+21.6%
+321.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | -1.4% | -3.7% | +2.3% | +0.1% |
| 30D | -1.0% | -3.7% | +2.7% | +0.5% |
| 3M | +20.2% | +4.6% | +15.6% | +17.7% |
| 6M | +21.3% | -14.6% | +35.9% | +28.2% |
| YTD | +2.8% | -11.9% | +14.6% | +6.8% |
| 1Y | 0.0% | -13.1% | +13.1% | +4.0% |
| 3Y | +51.2% | -15.0% | +66.2% | +52.9% |
| 5Y | +71.4% | -16.2% | +87.6% | +71.5% |
| All | +343.5% | +21.6% | +321.9% | +253.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling