-14.8%
SKHY vs ALC
+14.3%
-29.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.8% | -11.9% | +5.7% |
| 7D | -13.1% | +10.7% | -23.8% | +3.2% |
| 30D | -26.6% | +20.2% | -46.8% | +1.5% |
| 3M | -7.3% | +8.9% | -16.2% | +2.5% |
| All | -14.8% | +14.3% | -29.1% | +16.1% |
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 · Available span rolling