+146.7%
PM vs ALC
+2.0%
+144.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +1.3% |
| 7D | -7.1% | -6.3% | -0.8% | -6.4% |
| 30D | -2.8% | +12.6% | -15.4% | -4.1% |
| 3M | +6.3% | -3.8% | +10.2% | +6.7% |
| 6M | +9.6% | +16.8% | -7.2% | +7.9% |
| YTD | +25.6% | -7.6% | +33.2% | +26.1% |
| 1Y | +29.7% | -5.9% | +35.5% | +29.9% |
| All | +146.7% | +2.0% | +144.7% | +143.5% |
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