+66.2%
XYZ vs ALC
+3.6%
+62.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -1.9% | -2.7% |
| 7D | +12.6% | +2.3% | +10.3% | +11.7% |
| 30D | +10.8% | +15.5% | -4.7% | +4.6% |
| 3M | +8.4% | +0.6% | +7.8% | +8.2% |
| 6M | +14.3% | +18.4% | -4.0% | +6.2% |
| YTD | +31.5% | -5.6% | +37.0% | +34.5% |
| 1Y | +28.1% | 0.0% | +28.1% | +27.9% |
| 3Y | +66.2% | +2.8% | +63.4% | +58.5% |
| All | +66.2% | +3.6% | +62.6% | +58.5% |
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 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