+268.3%
NDAQ vs ALC
+24.0%
+244.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.9% |
| 7D | -2.4% | -2.1% | -0.3% | -1.6% |
| 30D | +2.5% | -0.1% | +2.6% | +2.3% |
| 3M | +9.9% | +5.9% | +4.0% | +7.0% |
| 6M | +9.4% | -15.9% | +25.4% | +16.8% |
| YTD | +0.4% | -10.1% | +10.5% | +4.0% |
| 1Y | +4.0% | -10.2% | +14.3% | +7.4% |
| 3Y | +94.4% | -13.6% | +107.9% | +98.5% |
| 5Y | +56.7% | -15.1% | +71.9% | +58.6% |
| All | +268.3% | +24.0% | +244.2% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling