+32.1%
SOLS vs ALC
-5.8%
+37.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.0% | +4.0% |
| 7D | +0.3% | -2.1% | +2.4% | +0.4% |
| 30D | +2.1% | -0.1% | +2.2% | +1.9% |
| 3M | -24.1% | +5.9% | -30.0% | -24.9% |
| 6M | -15.0% | -15.9% | +1.0% | -13.8% |
| YTD | +31.6% | -10.1% | +41.7% | +34.1% |
| All | +32.1% | -5.8% | +37.9% | +33.3% |
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 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