+11.7%
SPGI vs ALC
-11.2%
+22.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | +0.3% | +4.9% | -4.6% | -1.8% |
| 30D | +18.4% | +19.0% | -0.6% | +10.0% |
| 3M | +15.7% | +7.8% | +7.9% | +11.9% |
| 6M | +17.3% | +14.6% | +2.7% | +10.2% |
| YTD | -4.7% | -4.4% | -0.3% | -4.0% |
| 1Y | +1.8% | +1.4% | +0.4% | -0.3% |
| 3Y | +31.7% | +2.5% | +29.2% | +23.0% |
| All | +11.7% | -11.2% | +22.9% | +9.4% |
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 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