+75.0%
SPY vs ALC
+2.3%
+72.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | -2.7% | +4.9% | -7.6% | -3.7% |
| 30D | -5.4% | +19.0% | -24.3% | -8.9% |
| 3M | -4.1% | +7.8% | -11.9% | -5.7% |
| 6M | +0.7% | +14.6% | -13.9% | -2.7% |
| YTD | +8.7% | -4.4% | +13.1% | +9.4% |
| 1Y | +10.9% | +1.4% | +9.5% | +9.7% |
| 3Y | +75.0% | +2.5% | +72.5% | +74.1% |
| All | +75.0% | +2.3% | +72.7% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling