+306.4%
P vs ALC
+34.7%
+271.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.0% | -15.4% | -16.0% |
| 7D | -31.9% | +7.6% | -39.5% | -34.4% |
| 30D | -36.5% | +21.1% | -57.7% | -42.5% |
| 3M | +11.6% | +8.5% | +3.1% | +6.3% |
| 6M | +25.2% | +2.8% | +22.4% | +20.5% |
| YTD | +39.4% | -2.4% | +41.8% | +37.3% |
| 1Y | -3.7% | +3.5% | -7.2% | -8.8% |
| 3Y | +167.3% | +4.2% | +163.1% | +140.9% |
| 5Y | +237.3% | -9.0% | +246.3% | +227.7% |
| All | +306.4% | +34.7% | +271.8% | +190.7% |
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