+320.8%
P vs ALC
+31.8%
+289.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.5% |
| 7D | -23.8% | +4.9% | -28.7% | -25.8% |
| 30D | -36.6% | +19.0% | -55.6% | -42.2% |
| 3M | +10.9% | +7.8% | +3.1% | +5.9% |
| 6M | +30.0% | +14.6% | +15.4% | +18.6% |
| YTD | +44.4% | -4.4% | +48.8% | +43.5% |
| 1Y | +3.9% | +1.4% | +2.5% | -0.7% |
| 3Y | +176.6% | +2.5% | +174.1% | +150.7% |
| 5Y | +249.3% | -10.9% | +260.2% | +242.4% |
| All | +320.8% | +31.8% | +289.0% | +203.7% |
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 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