+48.2%
S vs ALC
+2.0%
+46.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.3% |
| 7D | +1.2% | -6.3% | +7.5% | +3.7% |
| 30D | -7.3% | +12.6% | -19.9% | -11.8% |
| 3M | +5.9% | -3.8% | +9.7% | +7.1% |
| 6M | +45.6% | +16.8% | +28.8% | +36.0% |
| YTD | +58.5% | -7.6% | +66.1% | +62.0% |
| 1Y | +37.6% | -5.9% | +43.5% | +39.1% |
| All | +48.2% | +2.0% | +46.1% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling