+1.3%
NDAQ vs ALC
-12.7%
+14.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.4% |
| 7D | -2.6% | -3.7% | +1.1% | -1.5% |
| 30D | +0.5% | -3.7% | +4.2% | +1.4% |
| 3M | +9.9% | +4.6% | +5.4% | +8.3% |
| 6M | +8.2% | -14.6% | +22.8% | +12.2% |
| YTD | -1.5% | -11.9% | +10.4% | +1.3% |
| 1Y | +1.3% | -13.1% | +14.5% | +4.2% |
| All | +1.3% | -12.7% | +14.0% | +4.2% |
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 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