+72.6%
XYZ vs ALC
+2.3%
+70.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.7% |
| 7D | +12.1% | +4.9% | +7.3% | +10.1% |
| 30D | +12.4% | +19.0% | -6.6% | +4.7% |
| 3M | +8.2% | +7.8% | +0.4% | +4.8% |
| 6M | +20.7% | +14.6% | +6.1% | +13.6% |
| YTD | +31.3% | -4.4% | +35.8% | +33.6% |
| 1Y | +20.5% | +1.4% | +19.1% | +19.6% |
| 3Y | +72.6% | +2.5% | +70.1% | +64.1% |
| All | +72.6% | +2.3% | +70.4% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling