+40.9%
XYZ vs ALC
-13.3%
+54.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.2% |
| 7D | -1.0% | -2.1% | +1.1% | 0.0% |
| 30D | -1.7% | -0.1% | -1.6% | -1.7% |
| 3M | +16.7% | +5.9% | +10.9% | +13.5% |
| 6M | +26.9% | -15.9% | +42.8% | +36.8% |
| YTD | +27.1% | -10.1% | +37.3% | +33.1% |
| 1Y | +9.3% | -10.2% | +19.5% | +14.1% |
| All | +40.9% | -13.3% | +54.2% | +37.9% |
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