+19.3%
TPR vs ALC
+4.2%
+15.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.8% | -3.3% | +1.8% |
| 7D | +12.6% | +10.7% | +1.9% | +9.9% |
| 30D | +7.1% | +20.2% | -13.0% | +2.6% |
| 3M | -19.4% | +8.9% | -28.3% | -21.0% |
| 6M | -9.7% | +5.7% | -15.5% | -12.4% |
| YTD | -1.0% | -1.4% | +0.4% | -1.4% |
| 1Y | +19.3% | +4.7% | +14.6% | +18.9% |
| All | +19.3% | +4.2% | +15.1% | +18.9% |
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