+39.2%
S vs ALC
+4.2%
+35.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.8% | -5.2% | +0.1% |
| 7D | -8.2% | +10.7% | -18.9% | -10.5% |
| 30D | -7.6% | +20.2% | -27.8% | -12.0% |
| 3M | +12.0% | +8.9% | +3.1% | +9.3% |
| 6M | +50.6% | +5.7% | +44.8% | +48.7% |
| YTD | +56.6% | -1.4% | +58.0% | +56.0% |
| 1Y | +39.2% | +4.7% | +34.5% | +32.8% |
| All | +39.2% | +4.2% | +35.0% | +32.8% |
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