+283.8%
SPOT vs ALC
+24.0%
+259.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.2% |
| 7D | -0.9% | -2.1% | +1.2% | +0.1% |
| 30D | +12.5% | -0.1% | +12.6% | +12.6% |
| 3M | +9.9% | +5.9% | +4.0% | +6.8% |
| 6M | +1.6% | -15.9% | +17.5% | +8.9% |
| YTD | -6.6% | -10.1% | +3.5% | -3.0% |
| 1Y | -22.9% | -10.2% | -12.7% | -20.4% |
| 3Y | +244.3% | -13.6% | +257.8% | +252.3% |
| 5Y | +117.8% | -15.1% | +132.9% | +119.2% |
| All | +283.8% | +24.0% | +259.8% | +229.1% |
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