+301.6%
QQQ vs ALC
+17.1%
+284.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | 0.0% |
| 7D | -1.3% | -7.7% | +6.4% | +1.9% |
| 30D | -1.4% | -11.7% | +10.3% | +3.6% |
| 3M | +2.3% | +0.7% | +1.6% | +1.3% |
| 6M | +16.9% | -17.1% | +34.0% | +24.7% |
| YTD | +15.6% | -15.1% | +30.8% | +21.8% |
| 1Y | +22.6% | -14.1% | +36.7% | +28.0% |
| 3Y | +93.5% | -18.2% | +111.7% | +100.6% |
| 5Y | +93.9% | -19.2% | +113.1% | +98.4% |
| All | +301.6% | +17.1% | +284.5% | +239.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling