+40.4%
PL vs ALC
-3.6%
+44.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.7% |
| 7D | +22.3% | -6.2% | +28.4% | +25.9% |
| 30D | -8.3% | +14.0% | -22.3% | -15.0% |
| 3M | -43.3% | -2.4% | -40.9% | -43.2% |
| 6M | -65.8% | +12.6% | -78.5% | -68.8% |
| YTD | -29.5% | -8.4% | -21.1% | -28.8% |
| 1Y | +11.7% | -9.1% | +20.9% | +12.8% |
| 3Y | +540.6% | -0.3% | +540.8% | +488.2% |
| 5Y | +32.9% | -9.9% | +42.8% | +29.1% |
| All | +40.4% | -3.6% | +44.0% | +36.3% |
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