+17.5%
P vs ALC
+4.2%
+13.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.8% | -11.8% | -2.9% |
| 7D | -19.4% | +10.7% | -30.1% | -16.7% |
| 30D | -22.3% | +20.2% | -42.5% | -18.3% |
| 3M | +33.2% | +8.9% | +24.3% | +39.1% |
| 6M | +53.6% | +5.7% | +47.9% | +64.1% |
| YTD | +66.8% | -1.4% | +68.2% | +79.2% |
| 1Y | +17.5% | +4.7% | +12.8% | +26.8% |
| All | +17.5% | +4.2% | +13.3% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling