-63.1%
W vs ALC
-16.0%
-47.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +4.4% |
| 7D | -4.2% | -2.1% | -2.1% | -2.5% |
| 30D | -7.6% | -0.1% | -7.5% | -7.8% |
| 3M | +37.2% | +5.9% | +31.3% | +29.9% |
| 6M | +26.3% | -15.9% | +42.3% | +44.5% |
| YTD | -1.0% | -10.1% | +9.1% | +5.1% |
| 1Y | +20.1% | -10.2% | +30.3% | +26.6% |
| 3Y | +37.8% | -13.6% | +51.3% | +44.1% |
| All | -63.1% | -16.0% | -47.2% | -62.5% |
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