+190.5%
P vs ALC
+2.4%
+188.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.3% |
| 7D | -9.6% | +2.1% | -11.7% | -9.8% |
| 30D | -33.4% | +17.2% | -50.6% | -35.0% |
| 3M | +14.2% | +4.6% | +9.6% | +13.9% |
| 6M | +31.6% | +20.1% | +11.5% | +26.4% |
| YTD | +53.5% | -4.2% | +57.7% | +56.7% |
| 1Y | +14.2% | +2.1% | +12.1% | +13.7% |
| 3Y | +190.5% | +4.5% | +186.0% | +183.6% |
| All | +190.5% | +2.4% | +188.2% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling