+284.7%
P vs ALC
-9.1%
+293.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.9% |
| 7D | +11.6% | -1.1% | +12.7% | +11.9% |
| 30D | -23.7% | +16.0% | -39.7% | -27.8% |
| 3M | -8.0% | +0.8% | -8.8% | -8.7% |
| 6M | +27.9% | +16.8% | +11.1% | +18.9% |
| YTD | +61.2% | -5.5% | +66.6% | +62.4% |
| 1Y | +28.6% | -5.3% | +33.9% | +29.1% |
| 3Y | +200.5% | +4.1% | +196.4% | +175.5% |
| All | +284.7% | -9.1% | +293.8% | +293.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling