+25.1%
XYZ vs ALC
-11.3%
+36.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.2% | -3.6% |
| 7D | -2.1% | -6.2% | +4.0% | +1.3% |
| 30D | +7.0% | +14.0% | -7.0% | +1.5% |
| 3M | +5.1% | -2.4% | +7.5% | +6.5% |
| 6M | +14.1% | +12.6% | +1.4% | +7.9% |
| YTD | +26.4% | -8.4% | +34.8% | +34.3% |
| 1Y | +25.1% | -9.1% | +34.2% | +33.2% |
| All | +25.1% | -11.3% | +36.4% | +33.2% |
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