+26.8%
PL vs ALC
+0.5%
+26.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.1% | +12.5% | +11.4% |
| 7D | -6.8% | +4.9% | -11.7% | -9.5% |
| 30D | -29.3% | +19.0% | -48.2% | -35.8% |
| 3M | -44.8% | +7.8% | -52.5% | -47.4% |
| 6M | -68.4% | +14.6% | -82.9% | -71.3% |
| YTD | -36.4% | -4.4% | -31.9% | -37.0% |
| 1Y | +0.7% | +1.4% | -0.7% | -5.2% |
| 3Y | +455.3% | +2.5% | +452.8% | +405.3% |
| 5Y | +22.7% | -10.9% | +33.6% | +17.2% |
| All | +26.8% | +0.5% | +26.2% | +20.6% |
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