+94.5%
QQQ vs ALC
-17.4%
+111.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +1.0% | -5.3% | +6.3% | +3.0% |
| 30D | -0.6% | -7.1% | +6.4% | +2.0% |
| 3M | +1.3% | +0.8% | +0.5% | +0.5% |
| 6M | +18.1% | -16.0% | +34.1% | +25.3% |
| YTD | +16.9% | -12.7% | +29.6% | +21.6% |
| 1Y | +24.0% | -12.8% | +36.8% | +28.6% |
| 3Y | +95.6% | -15.8% | +111.5% | +99.9% |
| 5Y | +94.5% | -16.7% | +111.2% | +96.2% |
| All | +94.5% | -17.4% | +111.9% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling