-35.8%
UUUU vs ALC
-9.1%
-26.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -2.7% |
| 7D | -1.1% | -1.1% | 0.0% | -0.6% |
| 30D | -21.0% | +16.0% | -37.0% | -26.4% |
| 3M | -54.8% | +0.8% | -55.6% | -55.1% |
| 6M | -67.3% | +16.8% | -84.2% | -70.1% |
| YTD | -54.7% | -5.5% | -49.2% | -54.4% |
| 1Y | -57.4% | -5.3% | -52.2% | -57.3% |
| 3Y | -19.6% | +4.1% | -23.7% | -33.3% |
| All | -35.8% | -9.1% | -26.7% | -39.9% |
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