+304.2%
UUUU vs ALC
+24.0%
+280.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +2.1% |
| 7D | -1.4% | -2.1% | +0.7% | -0.2% |
| 30D | +16.3% | -0.1% | +16.4% | +16.6% |
| 3M | -16.7% | +5.9% | -22.6% | -20.1% |
| 6M | -33.7% | -15.9% | -17.7% | -27.6% |
| YTD | -0.5% | -10.1% | +9.6% | +3.1% |
| 1Y | +28.9% | -10.2% | +39.1% | +31.6% |
| 3Y | +99.9% | -13.6% | +113.4% | +95.5% |
| 5Y | +135.3% | -15.1% | +150.4% | +134.1% |
| All | +304.2% | +24.0% | +280.2% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling