+26.5%
NDAQ vs ALC
-4.7%
+31.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.4% |
| 7D | 0.0% | -6.3% | +6.3% | +2.2% |
| 30D | +16.3% | +12.6% | +3.7% | +12.0% |
| 3M | +15.8% | -3.8% | +19.7% | +16.7% |
| 6M | +24.8% | +16.8% | +8.0% | +18.8% |
| YTD | +14.1% | -7.6% | +21.7% | +15.8% |
| 1Y | +26.5% | -5.9% | +32.4% | +27.8% |
| All | +26.5% | -4.7% | +31.2% | +27.8% |
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