+14.9%
O vs ALC
-16.0%
+30.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | -0.7% | -2.1% | +1.4% | -0.3% |
| 30D | -1.9% | -0.1% | -1.8% | -1.9% |
| 3M | +3.8% | +5.9% | -2.0% | +2.4% |
| 6M | -4.7% | -15.9% | +11.2% | -1.5% |
| YTD | +12.5% | -10.1% | +22.6% | +14.4% |
| 1Y | +10.8% | -10.2% | +21.1% | +12.5% |
| 3Y | +28.8% | -13.6% | +42.3% | +29.5% |
| All | +14.9% | -16.0% | +30.9% | +12.3% |
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