+428.0%
XLK vs ALC
+21.6%
+406.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.2% |
| 7D | +2.3% | -3.7% | +6.0% | +3.9% |
| 30D | -0.1% | -3.7% | +3.7% | +1.4% |
| 3M | +2.1% | +4.6% | -2.4% | -0.7% |
| 6M | +37.2% | -14.6% | +51.8% | +45.0% |
| YTD | +30.8% | -11.9% | +42.7% | +35.8% |
| 1Y | +42.6% | -13.1% | +55.8% | +48.5% |
| 3Y | +121.8% | -15.0% | +136.8% | +126.4% |
| 5Y | +145.7% | -16.2% | +161.9% | +147.9% |
| All | +428.0% | +21.6% | +406.5% | +320.5% |
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 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