+455.3%
PL vs ALC
+2.3%
+453.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.1% | +12.5% | +10.9% |
| 7D | -6.8% | +4.9% | -11.7% | -8.3% |
| 30D | -29.3% | +19.0% | -48.2% | -33.2% |
| 3M | -44.8% | +7.8% | -52.5% | -46.2% |
| 6M | -68.4% | +14.6% | -82.9% | -70.1% |
| YTD | -36.4% | -4.4% | -31.9% | -35.8% |
| 1Y | +0.7% | +1.4% | -0.7% | -3.1% |
| 3Y | +455.3% | +2.5% | +452.8% | +414.0% |
| All | +455.3% | +2.3% | +453.0% | +414.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling