+3.9%
P vs ALC
+2.0%
+1.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +2.9% |
| 7D | -23.8% | +4.9% | -28.7% | -22.5% |
| 30D | -36.6% | +19.0% | -55.6% | -33.7% |
| 3M | +10.9% | +7.8% | +3.1% | +15.1% |
| 6M | +30.0% | +14.6% | +15.4% | +36.3% |
| YTD | +44.4% | -4.4% | +48.8% | +53.7% |
| 1Y | +3.9% | +1.4% | +2.5% | +12.8% |
| All | +3.9% | +2.0% | +1.9% | +12.8% |
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