+379.2%
XLK vs ALC
+30.4%
+348.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -3.3% |
| 7D | +3.4% | -1.1% | +4.5% | +3.7% |
| 30D | -10.6% | +16.0% | -26.6% | -16.4% |
| 3M | -10.6% | +0.8% | -11.5% | -11.6% |
| 6M | -3.5% | +16.8% | -20.3% | -11.2% |
| YTD | +18.7% | -5.5% | +24.2% | +19.0% |
| 1Y | +19.4% | -5.3% | +24.7% | +19.4% |
| 3Y | +94.5% | +4.1% | +90.4% | +78.3% |
| 5Y | +111.2% | -7.1% | +118.3% | +102.6% |
| All | +379.2% | +30.4% | +348.8% | +268.2% |
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