+147.7%
P vs ALC
-13.3%
+161.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.9% |
| 7D | +6.5% | -2.1% | +8.6% | +7.0% |
| 30D | +18.8% | -0.1% | +18.9% | +18.9% |
| 3M | +26.7% | +5.9% | +20.9% | +24.5% |
| 6M | +62.2% | -15.9% | +78.1% | +70.8% |
| YTD | +48.5% | -10.1% | +58.6% | +52.8% |
| 1Y | +26.4% | -10.2% | +36.6% | +29.5% |
| All | +147.7% | -13.3% | +161.0% | +151.7% |
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