-41.0%
TECH vs ALC
-9.8%
-31.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.7% |
| 7D | +0.2% | -6.2% | +6.4% | +4.7% |
| 30D | +0.5% | +14.0% | -13.5% | -9.2% |
| 3M | +1.0% | -2.4% | +3.3% | +1.7% |
| 6M | +54.1% | +12.6% | +41.4% | +38.6% |
| YTD | +24.4% | -8.4% | +32.8% | +31.4% |
| 1Y | +19.3% | -9.1% | +28.4% | +26.7% |
| 3Y | +28.5% | -0.3% | +28.8% | +25.4% |
| 5Y | -41.0% | -9.9% | -31.0% | -37.1% |
| All | -41.0% | -9.8% | -31.2% | -37.1% |
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 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