+141.2%
RMD vs ALC
+24.0%
+117.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.7% |
| 7D | -5.0% | -2.1% | -2.9% | -4.0% |
| 30D | +2.2% | -0.1% | +2.3% | +2.1% |
| 3M | +17.8% | +5.9% | +12.0% | +14.5% |
| 6M | -11.3% | -15.9% | +4.6% | -4.5% |
| YTD | -4.4% | -10.1% | +5.7% | -0.6% |
| 1Y | -15.7% | -10.2% | -5.5% | -12.5% |
| 3Y | +47.7% | -13.6% | +61.3% | +51.6% |
| 5Y | -19.2% | -15.1% | -4.1% | -17.7% |
| All | +141.2% | +24.0% | +117.2% | +91.7% |
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