-85.6%
SMR vs ALC
+4.2%
-89.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.8% | -11.3% | -3.0% |
| 7D | -9.5% | +10.7% | -20.2% | -7.5% |
| 30D | -33.2% | +20.2% | -53.4% | -30.6% |
| 3M | -45.9% | +8.9% | -54.8% | -44.8% |
| 6M | -57.9% | +5.7% | -63.6% | -56.4% |
| YTD | -63.8% | -1.4% | -62.4% | -61.1% |
| 1Y | -85.6% | +4.7% | -90.3% | -84.9% |
| All | -85.6% | +4.2% | -89.8% | -84.9% |
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 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