+20.7%
RL vs ALC
+0.5%
+20.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +1.3% | +2.3% | -1.0% | +0.7% |
| 30D | +7.6% | +15.5% | -7.9% | +3.2% |
| 3M | -1.5% | +0.6% | -2.1% | -1.8% |
| 6M | +12.1% | +18.4% | -6.3% | +6.3% |
| YTD | +13.9% | -5.6% | +19.5% | +15.1% |
| 1Y | +20.7% | 0.0% | +20.6% | +17.2% |
| All | +20.7% | +0.5% | +20.1% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling