+42.1%
RF vs ALC
-11.2%
+53.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.4% |
| 7D | -0.9% | +4.9% | -5.8% | -2.7% |
| 30D | +6.0% | +19.0% | -12.9% | -0.7% |
| 3M | -8.9% | +7.8% | -16.7% | -11.7% |
| 6M | +2.3% | +14.6% | -12.2% | -3.3% |
| YTD | +7.6% | -4.4% | +12.0% | +8.2% |
| 1Y | +21.2% | +1.4% | +19.8% | +18.9% |
| 3Y | +108.5% | +2.5% | +106.0% | +97.7% |
| All | +42.1% | -11.2% | +53.3% | +37.6% |
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