-14.2%
PL vs ALC
+4.3%
-18.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.0% | -9.1% | -10.5% |
| 7D | -20.5% | +7.6% | -28.2% | -17.8% |
| 30D | -38.8% | +21.1% | -59.9% | -33.8% |
| 3M | -49.1% | +8.5% | -57.6% | -47.0% |
| 6M | -69.4% | +2.8% | -72.2% | -68.1% |
| YTD | -42.3% | -2.4% | -40.0% | -40.0% |
| 1Y | -14.2% | +3.5% | -17.7% | -10.0% |
| All | -14.2% | +4.3% | -18.5% | -10.0% |
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