+46.4%
RF vs ALC
-9.1%
+55.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | 0.0% |
| 7D | +1.9% | -1.1% | +3.0% | +2.3% |
| 30D | +7.3% | +16.0% | -8.7% | +1.4% |
| 3M | -7.9% | +0.8% | -8.7% | -8.4% |
| 6M | +10.5% | +16.8% | -6.3% | +3.6% |
| YTD | +9.6% | -5.5% | +15.1% | +10.7% |
| 1Y | +20.3% | -5.3% | +25.5% | +21.3% |
| 3Y | +119.5% | +4.1% | +115.5% | +106.2% |
| All | +46.4% | -9.1% | +55.5% | +39.0% |
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