-23.0%
Z vs ALC
+4.9%
-27.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.8% | +2.6% | +5.2% |
| 7D | +10.2% | +10.7% | -0.5% | +4.1% |
| 30D | +23.7% | +20.2% | +3.5% | +12.7% |
| 3M | -6.6% | +8.9% | -15.5% | -11.8% |
| 6M | -23.0% | +5.7% | -28.7% | -29.1% |
| All | -23.0% | +4.9% | -27.9% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling