-48.1%
SMR vs ALC
-2.2%
-45.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.7% |
| 7D | -2.8% | +2.3% | -5.1% | -3.5% |
| 30D | -27.5% | +15.5% | -43.0% | -30.4% |
| 3M | -43.1% | +0.6% | -43.7% | -43.4% |
| 6M | -58.4% | +18.4% | -76.8% | -60.9% |
| YTD | -63.2% | -5.6% | -57.6% | -62.6% |
| 1Y | -81.6% | 0.0% | -81.7% | -81.8% |
| 3Y | +149.8% | +2.8% | +147.0% | +139.2% |
| All | -48.1% | -2.2% | -45.9% | -51.3% |
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