+49.2%
TECH vs ALC
+24.0%
+25.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.3% |
| 7D | +0.1% | -2.1% | +2.2% | +1.4% |
| 30D | +0.7% | -0.1% | +0.8% | +0.5% |
| 3M | +36.3% | +5.9% | +30.5% | +31.0% |
| 6M | +25.6% | -15.9% | +41.5% | +39.2% |
| YTD | +23.7% | -10.1% | +33.8% | +32.0% |
| 1Y | +37.6% | -10.2% | +47.9% | +47.1% |
| 3Y | -6.6% | -13.6% | +7.0% | +1.3% |
| 5Y | -42.2% | -15.1% | -27.1% | -38.2% |
| All | +49.2% | +24.0% | +25.2% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling