+157.2%
RF vs ALC
+34.7%
+122.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.7% |
| 7D | -1.6% | +7.6% | -9.2% | -5.1% |
| 30D | +5.0% | +21.1% | -16.1% | -4.3% |
| 3M | -10.0% | +8.5% | -18.5% | -13.8% |
| 6M | +3.3% | +2.8% | +0.5% | +0.7% |
| YTD | +7.9% | -2.4% | +10.3% | +7.5% |
| 1Y | +21.2% | +3.5% | +17.8% | +17.1% |
| 3Y | +105.8% | +4.2% | +101.6% | +90.4% |
| 5Y | +43.7% | -9.0% | +52.7% | +40.2% |
| All | +157.2% | +34.7% | +122.5% | +82.3% |
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 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