+743.4%
TER vs ALC
+24.0%
+719.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +6.7% |
| 7D | +0.6% | -2.1% | +2.7% | +1.7% |
| 30D | -8.3% | -0.1% | -8.2% | -8.8% |
| 3M | -12.2% | +5.9% | -18.1% | -16.6% |
| 6M | +17.1% | -15.9% | +33.0% | +27.1% |
| YTD | +84.7% | -10.1% | +94.8% | +91.5% |
| 1Y | +199.9% | -10.2% | +210.1% | +209.9% |
| 3Y | +232.8% | -13.6% | +246.3% | +240.3% |
| 5Y | +198.6% | -15.1% | +213.7% | +204.9% |
| All | +743.4% | +24.0% | +719.4% | +543.4% |
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