-69.4%
U vs ALC
-16.0%
-53.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.7% |
| 7D | -3.8% | -2.1% | -1.7% | -2.3% |
| 30D | +17.5% | -0.1% | +17.6% | +17.3% |
| 3M | +38.7% | +5.9% | +32.8% | +31.4% |
| 6M | +104.4% | -15.9% | +120.3% | +130.3% |
| YTD | -5.7% | -10.1% | +4.4% | +0.5% |
| 1Y | +3.7% | -10.2% | +13.9% | +9.4% |
| 3Y | +12.3% | -13.6% | +25.9% | +16.5% |
| All | -69.4% | -16.0% | -53.4% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling