-18.4%
Z vs ALC
+4.5%
-22.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.0% | -9.7% | -10.0% |
| 7D | -2.3% | +7.6% | -9.9% | -6.4% |
| 30D | +9.4% | +21.1% | -11.8% | -2.2% |
| 3M | -16.1% | +8.5% | -24.6% | -19.9% |
| 6M | -30.4% | +2.8% | -33.3% | -32.2% |
| YTD | -55.6% | -2.4% | -53.2% | -55.3% |
| 1Y | -58.5% | +3.5% | -62.0% | -59.9% |
| All | -18.4% | +4.5% | -22.8% | -23.9% |
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