+87.5%
U vs ALC
+4.4%
+83.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +2.1% | +3.8% |
| 7D | +2.6% | -1.1% | +3.7% | +3.1% |
| 30D | +27.6% | +16.0% | +11.5% | +18.8% |
| 3M | +15.3% | +0.8% | +14.5% | +14.6% |
| 6M | +96.4% | +16.8% | +79.6% | +80.0% |
| YTD | +19.6% | -5.5% | +25.1% | +22.2% |
| 1Y | +42.1% | -5.3% | +47.4% | +44.7% |
| 3Y | +87.5% | +4.1% | +83.5% | +84.2% |
| All | +87.5% | +4.4% | +83.2% | +84.2% |
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