+65.5%
T vs ALC
+4.4%
+61.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.4% |
| 7D | +2.5% | -1.1% | +3.6% | +2.7% |
| 30D | -3.8% | +16.0% | -19.8% | -5.5% |
| 3M | -8.7% | +0.8% | -9.6% | -8.9% |
| 6M | -8.1% | +16.8% | -25.0% | -9.8% |
| YTD | -6.4% | -5.5% | -1.0% | -6.4% |
| 1Y | -9.8% | -5.3% | -4.5% | -9.8% |
| 3Y | +65.5% | +4.1% | +61.4% | +67.5% |
| All | +65.5% | +4.4% | +61.1% | +67.5% |
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