-7.0%
Z vs ALC
+24.0%
-31.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -0.6% |
| 7D | -3.0% | -2.1% | -0.9% | -1.5% |
| 30D | -4.2% | -0.1% | -4.1% | -4.0% |
| 3M | -3.7% | +5.9% | -9.6% | -7.6% |
| 6M | -24.5% | -15.9% | -8.6% | -15.7% |
| YTD | -49.3% | -10.1% | -39.2% | -46.2% |
| 1Y | -58.7% | -10.2% | -48.5% | -56.2% |
| 3Y | -34.1% | -13.6% | -20.6% | -30.2% |
| 5Y | -64.5% | -15.1% | -49.4% | -62.6% |
| All | -7.0% | +24.0% | -31.0% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling