-64.7%
XYZ vs ALC
-11.9%
-52.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.2% | -3.3% |
| 7D | -2.1% | -6.2% | +4.0% | +2.9% |
| 30D | +7.0% | +14.0% | -7.0% | -3.0% |
| 3M | +5.1% | -2.4% | +7.5% | +7.2% |
| 6M | +14.1% | +12.6% | +1.4% | +2.8% |
| YTD | +26.4% | -8.4% | +34.8% | +33.5% |
| 1Y | +25.1% | -9.1% | +34.2% | +32.7% |
| 3Y | +59.7% | -0.3% | +60.0% | +33.6% |
| All | -64.7% | -11.9% | -52.8% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling