+21.7%
P vs ALC
-4.7%
+26.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +3.8% |
| 7D | -4.7% | -6.3% | +1.6% | -6.4% |
| 30D | -31.4% | +12.6% | -44.0% | -29.4% |
| 3M | -2.6% | -3.8% | +1.2% | -0.7% |
| 6M | +21.9% | +16.8% | +5.1% | +25.4% |
| YTD | +58.9% | -7.6% | +66.5% | +68.4% |
| 1Y | +21.7% | -5.9% | +27.6% | +28.8% |
| All | +21.7% | -4.7% | +26.4% | +28.8% |
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