+111.7%
SPOT vs ALC
-15.6%
+127.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -1.5% |
| 7D | -2.9% | -3.7% | +0.8% | -0.9% |
| 30D | +8.3% | -3.7% | +12.0% | +10.5% |
| 3M | +5.1% | +4.6% | +0.5% | +2.4% |
| 6M | -6.5% | -14.6% | +8.1% | +0.5% |
| YTD | -9.0% | -11.9% | +2.9% | -4.0% |
| 1Y | -26.4% | -13.1% | -13.3% | -22.2% |
| 3Y | +240.0% | -15.0% | +255.0% | +248.3% |
| 5Y | +111.7% | -16.2% | +127.9% | +108.2% |
| All | +111.7% | -15.6% | +127.4% | +108.2% |
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