+39.1%
O vs ALC
+4.4%
+34.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.3% |
| 7D | -0.4% | -1.1% | +0.7% | -0.2% |
| 30D | +7.1% | +16.0% | -8.9% | +4.2% |
| 3M | -5.2% | +0.8% | -6.1% | -5.5% |
| 6M | -1.8% | +16.8% | -18.6% | -4.7% |
| YTD | +9.1% | -5.5% | +14.6% | +9.2% |
| 1Y | +9.7% | -5.3% | +14.9% | +9.7% |
| 3Y | +39.1% | +4.1% | +35.1% | +33.9% |
| All | +39.1% | +4.4% | +34.8% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling