+270.0%
SPOT vs ALC
+20.4%
+249.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -6.5% | -5.3% | -1.2% | -4.1% |
| 30D | +2.2% | -7.1% | +9.2% | +5.7% |
| 3M | +5.4% | +0.8% | +4.6% | +4.8% |
| 6M | -4.0% | -16.0% | +12.0% | +3.0% |
| YTD | -9.9% | -12.7% | +2.8% | -5.2% |
| 1Y | -27.3% | -12.8% | -14.4% | -23.8% |
| 3Y | +236.4% | -15.8% | +252.2% | +248.5% |
| 5Y | +112.6% | -16.7% | +129.2% | +116.0% |
| All | +270.0% | +20.4% | +249.7% | +221.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling