+23.1%
Q vs ALC
-0.6%
+23.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +6.5% |
| 7D | +0.3% | +4.9% | -4.6% | -0.1% |
| 30D | -9.8% | +19.0% | -28.8% | -11.7% |
| 3M | -12.2% | +7.8% | -20.0% | -12.8% |
| 6M | -21.6% | +14.6% | -36.2% | -24.4% |
| YTD | +43.6% | -4.4% | +48.0% | +54.6% |
| 1Y | +25.7% | +1.4% | +24.3% | +29.5% |
| All | +23.1% | -0.6% | +23.7% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling