-48.8%
S vs ALC
+8.3%
-57.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +3.0% |
| 7D | -13.4% | +4.9% | -18.3% | -16.4% |
| 30D | -14.0% | +19.0% | -32.9% | -23.8% |
| 3M | +4.9% | +7.8% | -2.9% | -0.9% |
| 6M | +42.0% | +14.6% | +27.4% | +27.5% |
| YTD | +45.1% | -4.4% | +49.6% | +46.0% |
| 1Y | +33.1% | +1.4% | +31.7% | +27.2% |
| 3Y | +40.6% | +2.5% | +38.1% | +22.3% |
| 5Y | -67.5% | -10.9% | -56.6% | -67.8% |
| All | -48.8% | +8.3% | -57.1% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling