+33.1%
S vs ALC
+2.0%
+31.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.1% |
| 7D | -13.4% | +4.9% | -18.3% | -14.4% |
| 30D | -14.0% | +19.0% | -32.9% | -17.9% |
| 3M | +4.9% | +7.8% | -2.9% | +2.7% |
| 6M | +42.0% | +14.6% | +27.4% | +37.2% |
| YTD | +45.1% | -4.4% | +49.6% | +45.7% |
| 1Y | +33.1% | +1.4% | +31.7% | +32.1% |
| All | +33.1% | +2.0% | +31.1% | +32.1% |
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