+25.8%
TECH vs ALC
+2.0%
+23.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.5% |
| 7D | +0.2% | +4.9% | -4.7% | -3.3% |
| 30D | +0.3% | +19.0% | -18.6% | -12.0% |
| 3M | +1.3% | +7.8% | -6.4% | -4.8% |
| 6M | +54.0% | +14.6% | +39.4% | +35.1% |
| YTD | +24.3% | -4.4% | +28.7% | +31.4% |
| 1Y | +25.8% | +1.4% | +24.4% | +27.0% |
| All | +25.8% | +2.0% | +23.8% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling