+29.4%
NDAQ vs ALC
+4.2%
+25.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.8% | -4.3% | +0.3% |
| 7D | +3.9% | +10.7% | -6.8% | +0.5% |
| 30D | +19.0% | +20.2% | -1.2% | +12.3% |
| 3M | +17.6% | +8.9% | +8.7% | +13.9% |
| 6M | +21.0% | +5.7% | +15.3% | +16.7% |
| YTD | +14.1% | -1.4% | +15.5% | +13.3% |
| 1Y | +29.4% | +4.7% | +24.7% | +26.9% |
| All | +29.4% | +4.2% | +25.2% | +26.9% |
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