+378.9%
P vs ALC
+26.4%
+352.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.2% | +3.8% |
| 7D | +17.8% | -6.2% | +24.0% | +21.1% |
| 30D | -29.9% | +14.0% | -43.9% | -34.8% |
| 3M | -1.2% | -2.4% | +1.2% | -1.4% |
| 6M | +32.1% | +12.6% | +19.5% | +21.4% |
| YTD | +64.3% | -8.4% | +72.7% | +66.2% |
| 1Y | +24.3% | -9.1% | +33.4% | +25.8% |
| 3Y | +203.2% | -0.3% | +203.5% | +177.3% |
| 5Y | +290.4% | -9.9% | +300.3% | +276.1% |
| All | +378.9% | +26.4% | +352.6% | +252.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling