+88.7%
PR vs ALC
+2.0%
+86.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +4.9% | +3.1% |
| 7D | -0.5% | -6.3% | +5.8% | +0.5% |
| 30D | -4.6% | +12.6% | -17.2% | -7.0% |
| 3M | +4.7% | -3.8% | +8.5% | +5.4% |
| 6M | +12.4% | +16.8% | -4.4% | +8.0% |
| YTD | +62.9% | -7.6% | +70.5% | +64.7% |
| 1Y | +70.6% | -5.9% | +76.5% | +71.3% |
| All | +88.7% | +2.0% | +86.7% | +79.7% |
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