+69.9%
PR vs ALC
+4.5%
+65.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.7% |
| 7D | -16.5% | +7.6% | -24.2% | -17.6% |
| 30D | -4.5% | +21.1% | -25.7% | -8.0% |
| 3M | +8.5% | +8.5% | +0.1% | +6.9% |
| 6M | -3.3% | +2.8% | -6.2% | -3.8% |
| YTD | +55.7% | -2.4% | +58.1% | +56.2% |
| 1Y | +82.0% | +3.5% | +78.6% | +79.0% |
| All | +69.9% | +4.5% | +65.4% | +61.5% |
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