-56.3%
Z vs ALC
-11.2%
-45.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -0.9% |
| 7D | -4.6% | +4.9% | -9.4% | -7.4% |
| 30D | +8.3% | +19.0% | -10.6% | -3.4% |
| 3M | -11.6% | +7.8% | -19.4% | -15.6% |
| 6M | -33.6% | +14.6% | -48.2% | -39.4% |
| YTD | -56.7% | -4.4% | -52.2% | -55.7% |
| 1Y | -59.1% | +1.4% | -60.5% | -60.1% |
| 3Y | -20.4% | +2.5% | -22.9% | -25.9% |
| All | -56.3% | -11.2% | -45.1% | -54.4% |
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