+7.4%
O vs ALC
-9.1%
+16.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.5% |
| 7D | -0.4% | -1.1% | +0.7% | -0.1% |
| 30D | +7.1% | +16.0% | -8.9% | +3.5% |
| 3M | -5.2% | +0.8% | -6.1% | -5.6% |
| 6M | -1.8% | +16.8% | -18.6% | -5.5% |
| YTD | +9.1% | -5.5% | +14.6% | +9.5% |
| 1Y | +9.7% | -5.3% | +14.9% | +10.0% |
| 3Y | +39.1% | +4.1% | +35.1% | +32.9% |
| All | +7.4% | -9.1% | +16.5% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling