+7.3%
PL vs ALC
+2.0%
+5.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.3% | +14.2% | +14.6% |
| 7D | +10.9% | +2.1% | +8.8% | +12.3% |
| 30D | -16.4% | +17.2% | -33.6% | -10.7% |
| 3M | -39.9% | +4.6% | -44.6% | -38.2% |
| 6M | -63.2% | +20.1% | -83.3% | -59.9% |
| YTD | -27.1% | -4.2% | -22.9% | -24.7% |
| All | +7.3% | +2.0% | +5.3% | +12.3% |
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 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