-4.7%
RMD vs ALC
+2.0%
-6.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.2% | +2.1% | -0.8% | +0.3% |
| 30D | +2.5% | +17.2% | -14.7% | -4.0% |
| 3M | +11.5% | +4.6% | +6.9% | +9.2% |
| 6M | +14.7% | +20.1% | -5.4% | +6.7% |
| YTD | -1.3% | -4.2% | +2.9% | -2.0% |
| All | -4.7% | +2.0% | -6.7% | -8.6% |
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 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