+14.8%
PL vs ALC
+2.7%
+12.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.0% | -9.1% | -9.6% |
| 7D | -20.5% | +7.6% | -28.2% | -23.7% |
| 30D | -38.8% | +21.1% | -59.9% | -44.8% |
| 3M | -49.1% | +8.5% | -57.6% | -51.6% |
| 6M | -69.4% | +2.8% | -72.2% | -70.6% |
| YTD | -42.3% | -2.4% | -40.0% | -43.4% |
| 1Y | -14.2% | +3.5% | -17.7% | -19.9% |
| 3Y | +398.7% | +4.2% | +394.5% | +351.4% |
| 5Y | +11.1% | -9.0% | +20.1% | +5.2% |
| All | +14.8% | +2.7% | +12.1% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling