+238.5%
TER vs ALC
-13.3%
+251.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +6.1% |
| 7D | +0.6% | -2.1% | +2.7% | +1.2% |
| 30D | -8.3% | -0.1% | -8.2% | -8.6% |
| 3M | -12.2% | +5.9% | -18.1% | -15.0% |
| 6M | +17.1% | -15.9% | +33.0% | +24.9% |
| YTD | +84.7% | -10.1% | +94.8% | +91.0% |
| 1Y | +199.9% | -10.2% | +210.1% | +209.8% |
| All | +238.5% | -13.3% | +251.8% | +225.2% |
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