+23.9%
O vs ALC
+31.8%
-7.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | 0.0% |
| 7D | +3.7% | +4.9% | -1.2% | +1.9% |
| 30D | +11.2% | +19.0% | -7.8% | +4.3% |
| 3M | -4.0% | +7.8% | -11.7% | -6.8% |
| 6M | -5.2% | +14.6% | -19.8% | -10.3% |
| YTD | +9.5% | -4.4% | +13.9% | +9.8% |
| 1Y | +10.6% | +1.4% | +9.2% | +8.3% |
| 3Y | +38.1% | +2.5% | +35.6% | +29.3% |
| 5Y | +10.2% | -10.9% | +21.1% | +8.1% |
| All | +23.9% | +31.8% | -7.9% | -15.3% |
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