-0.4%
PL vs ALC
+4.2%
-4.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.8% | -13.2% | -3.5% |
| 7D | -11.7% | +10.7% | -22.4% | -7.6% |
| 30D | -27.1% | +20.2% | -47.3% | -21.4% |
| 3M | -44.6% | +8.9% | -53.5% | -42.1% |
| 6M | -67.2% | +5.7% | -72.9% | -65.5% |
| YTD | -35.9% | -1.4% | -34.4% | -32.9% |
| 1Y | -0.4% | +4.7% | -5.1% | +3.4% |
| All | -0.4% | +4.2% | -4.6% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling