+67.7%
T vs ALC
-16.0%
+83.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.6% |
| 7D | -1.3% | -2.1% | +0.8% | -0.9% |
| 30D | +11.4% | -0.1% | +11.5% | +11.4% |
| 3M | +14.3% | +5.9% | +8.4% | +13.2% |
| 6M | -9.3% | -15.9% | +6.7% | -7.1% |
| YTD | +7.1% | -10.1% | +17.2% | +8.3% |
| 1Y | -9.1% | -10.2% | +1.1% | -8.2% |
| 3Y | +105.3% | -13.6% | +118.9% | +106.9% |
| All | +67.7% | -16.0% | +83.6% | +56.8% |
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