+94.5%
UUUU vs ALC
-16.2%
+110.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +1.8% | -5.3% | +7.1% | +2.3% |
| 30D | +1.8% | -7.1% | +8.9% | +2.5% |
| 3M | +1.3% | +0.8% | +0.5% | +1.3% |
| 6M | -26.8% | -16.0% | -10.8% | -24.9% |
| YTD | +0.1% | -12.7% | +12.8% | +2.0% |
| 1Y | +11.2% | -12.8% | +24.1% | +13.1% |
| All | +94.5% | -16.2% | +110.7% | +116.3% |
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