+307.4%
QQQ vs ALC
+24.0%
+283.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.1% |
| 7D | +0.4% | -2.1% | +2.5% | +1.2% |
| 30D | +0.2% | -0.1% | +0.3% | +0.1% |
| 3M | -2.8% | +5.9% | -8.7% | -5.7% |
| 6M | +18.0% | -15.9% | +33.9% | +25.5% |
| YTD | +17.3% | -10.1% | +27.4% | +20.8% |
| 1Y | +25.6% | -10.2% | +35.8% | +28.9% |
| 3Y | +93.7% | -13.6% | +107.3% | +96.5% |
| 5Y | +94.2% | -15.1% | +109.3% | +94.9% |
| All | +307.4% | +24.0% | +283.4% | +236.4% |
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