-19.7%
W vs ALC
+32.2%
-51.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.4% |
| 7D | +3.3% | +2.1% | +1.2% | +1.8% |
| 30D | +10.5% | +17.2% | -6.7% | -3.7% |
| 3M | +9.6% | +4.6% | +5.0% | +5.0% |
| 6M | +76.4% | +20.1% | +56.3% | +49.6% |
| YTD | +16.4% | -4.2% | +20.6% | +16.8% |
| 1Y | +9.3% | +2.1% | +7.3% | +2.9% |
| 3Y | +172.8% | +4.5% | +168.3% | +139.7% |
| 5Y | -53.4% | -12.3% | -41.0% | -51.1% |
| All | -19.7% | +32.2% | -51.9% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling