+167.1%
P vs ALC
+4.5%
+162.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.0% | -15.4% | -16.3% |
| 7D | -31.9% | +7.6% | -39.5% | -32.5% |
| 30D | -36.5% | +21.1% | -57.7% | -38.3% |
| 3M | +11.6% | +8.5% | +3.1% | +10.7% |
| 6M | +25.2% | +2.8% | +22.4% | +25.9% |
| YTD | +39.4% | -2.4% | +41.8% | +42.1% |
| 1Y | -3.7% | +3.5% | -7.2% | -4.1% |
| All | +167.1% | +4.5% | +162.7% | +162.2% |
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