+47.4%
SO vs ALC
-13.3%
+60.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.4% |
| 7D | -0.2% | -2.1% | +1.9% | +0.2% |
| 30D | -4.6% | -0.1% | -4.5% | -4.6% |
| 3M | -3.0% | +5.9% | -8.9% | -4.0% |
| 6M | -8.3% | -15.9% | +7.7% | -6.5% |
| YTD | +3.5% | -10.1% | +13.6% | +4.6% |
| 1Y | -0.9% | -10.2% | +9.3% | 0.0% |
| All | +47.4% | -13.3% | +60.7% | +50.4% |
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