-72.0%
S vs ALC
-16.0%
-56.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.9% |
| 7D | -7.7% | -2.1% | -5.6% | -6.4% |
| 30D | -5.3% | -0.1% | -5.2% | -5.3% |
| 3M | +20.3% | +5.9% | +14.4% | +14.8% |
| 6M | +47.4% | -15.9% | +63.3% | +63.9% |
| YTD | +32.5% | -10.1% | +42.6% | +39.7% |
| 1Y | +9.5% | -10.2% | +19.8% | +14.9% |
| 3Y | +15.5% | -13.6% | +29.1% | +16.8% |
| All | -72.0% | -16.0% | -56.0% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling