+261.3%
NDAQ vs ALC
+21.6%
+239.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.1% |
| 7D | -2.6% | -3.7% | +1.1% | -1.0% |
| 30D | +0.5% | -3.7% | +4.2% | +2.0% |
| 3M | +9.9% | +4.6% | +5.4% | +7.5% |
| 6M | +8.2% | -14.6% | +22.8% | +14.7% |
| YTD | -1.5% | -11.9% | +10.4% | +2.9% |
| 1Y | +1.3% | -13.1% | +14.5% | +6.2% |
| 3Y | +92.6% | -15.0% | +107.6% | +98.0% |
| 5Y | +53.8% | -16.2% | +70.0% | +56.4% |
| All | +261.3% | +21.6% | +239.7% | +166.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling