+132.6%
SPGI vs ALC
+24.0%
+108.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.5% |
| 7D | +0.1% | -2.1% | +2.2% | +1.1% |
| 30D | +8.4% | -0.1% | +8.5% | +8.3% |
| 3M | +11.8% | +5.9% | +5.9% | +8.5% |
| 6M | +5.7% | -15.9% | +21.6% | +13.5% |
| YTD | -9.7% | -10.1% | +0.4% | -6.2% |
| 1Y | -12.5% | -10.2% | -2.2% | -9.4% |
| 3Y | +21.8% | -13.6% | +35.4% | +24.5% |
| 5Y | +8.2% | -15.1% | +23.3% | +9.1% |
| All | +132.6% | +24.0% | +108.6% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling