+32.6%
XYZ vs ALC
+2.0%
+30.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +14.9% | +2.1% | +12.8% | +13.8% |
| 30D | +14.7% | +17.2% | -2.5% | +7.3% |
| 3M | +12.1% | +4.6% | +7.5% | +9.8% |
| 6M | +18.3% | +20.1% | -1.8% | +8.8% |
| YTD | +36.1% | -4.2% | +40.2% | +40.4% |
| All | +32.6% | +2.0% | +30.6% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling