+26.4%
P vs ALC
-10.2%
+36.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.3% |
| 7D | +6.5% | -2.1% | +8.6% | +6.4% |
| 30D | +18.8% | -0.1% | +18.9% | +19.0% |
| 3M | +26.7% | +5.9% | +20.9% | +27.5% |
| 6M | +62.2% | -15.9% | +78.1% | +66.8% |
| YTD | +48.5% | -10.1% | +58.6% | +52.7% |
| 1Y | +26.4% | -10.2% | +36.6% | +30.9% |
| All | +26.4% | -10.2% | +36.5% | +30.9% |
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 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