+109.2%
NI vs ALC
+27.5%
+81.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.2% |
| 7D | +0.6% | -6.3% | +6.8% | +2.5% |
| 30D | +11.2% | +12.6% | -1.4% | +7.3% |
| 3M | +9.2% | -3.8% | +13.0% | +10.1% |
| 6M | -1.8% | +16.8% | -18.7% | -6.9% |
| YTD | +12.0% | -7.6% | +19.6% | +13.4% |
| 1Y | +6.4% | -5.9% | +12.3% | +7.0% |
| 3Y | +99.4% | +0.6% | +98.8% | +91.1% |
| 5Y | +113.1% | -9.5% | +122.6% | +107.4% |
| All | +109.2% | +27.5% | +81.7% | +65.3% |
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