+332.8%
P vs ALC
+24.0%
+308.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.5% |
| 7D | +6.5% | -2.1% | +8.6% | +7.6% |
| 30D | +18.8% | -0.1% | +18.9% | +18.9% |
| 3M | +26.7% | +5.9% | +20.9% | +21.9% |
| 6M | +62.2% | -15.9% | +78.1% | +74.6% |
| YTD | +48.5% | -10.1% | +58.6% | +53.6% |
| 1Y | +26.4% | -10.2% | +36.6% | +29.7% |
| 3Y | +159.4% | -13.6% | +173.0% | +162.6% |
| 5Y | +275.8% | -15.1% | +290.9% | +279.9% |
| All | +332.8% | +24.0% | +308.8% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling