+32.9%
W vs ALC
-13.3%
+46.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.9% |
| 7D | -4.2% | -2.1% | -2.1% | -2.9% |
| 30D | -7.6% | -0.1% | -7.5% | -7.7% |
| 3M | +37.2% | +5.9% | +31.3% | +31.9% |
| 6M | +26.3% | -15.9% | +42.3% | +40.2% |
| YTD | -1.0% | -10.1% | +9.1% | +3.9% |
| 1Y | +20.1% | -10.2% | +30.3% | +25.5% |
| All | +32.9% | -13.3% | +46.2% | +34.4% |
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