+27.3%
O vs ALC
+24.0%
+3.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | 0.0% |
| 7D | -0.7% | -2.1% | +1.4% | 0.0% |
| 30D | -1.9% | -0.1% | -1.8% | -2.0% |
| 3M | +3.8% | +5.9% | -2.0% | +1.4% |
| 6M | -4.7% | -15.9% | +11.2% | +0.7% |
| YTD | +12.5% | -10.1% | +22.6% | +15.6% |
| 1Y | +10.8% | -10.2% | +21.1% | +13.6% |
| 3Y | +28.8% | -13.6% | +42.3% | +29.7% |
| 5Y | +13.2% | -15.1% | +28.3% | +12.6% |
| All | +27.3% | +24.0% | +3.3% | -10.9% |
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 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