+82.3%
PL vs ALC
-16.0%
+98.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | 0.0% |
| 7D | -9.3% | -2.1% | -7.2% | -8.2% |
| 30D | -18.9% | -0.1% | -18.8% | -19.0% |
| 3M | -58.4% | +5.9% | -64.3% | -60.3% |
| 6M | -30.3% | -15.9% | -14.4% | -24.0% |
| YTD | -8.1% | -10.1% | +2.0% | -5.1% |
| 1Y | +180.5% | -10.2% | +190.7% | +185.5% |
| 3Y | +444.1% | -13.6% | +457.7% | +455.9% |
| All | +82.3% | -16.0% | +98.3% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling