+31.5%
Q vs ALC
-4.7%
+36.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +2.5% |
| 7D | +6.6% | -6.3% | +12.8% | +7.0% |
| 30D | +2.7% | +12.6% | -9.9% | +1.2% |
| 3M | -8.4% | -3.8% | -4.5% | -6.7% |
| 6M | -17.3% | +16.8% | -34.1% | -22.2% |
| YTD | +55.3% | -7.6% | +62.9% | +68.6% |
| 1Y | +31.5% | -5.9% | +37.3% | +40.8% |
| All | +31.5% | -4.7% | +36.1% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling