+27.3%
ALC vs DAR
+148.0%
-120.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.2% | -3.1% |
| 7D | -6.3% | +3.6% | -9.9% | -6.9% |
| 30D | +12.6% | -11.3% | +23.9% | +14.7% |
| 3M | -3.8% | -13.1% | +9.3% | -1.9% |
| 6M | +16.8% | -15.1% | +31.9% | +19.3% |
| YTD | -7.6% | +50.5% | -58.1% | -16.0% |
| 1Y | -5.9% | +57.9% | -63.8% | -15.4% |
| 3Y | +0.6% | +28.9% | -28.3% | -9.2% |
| 5Y | -9.5% | -31.4% | +22.0% | -8.1% |
| All | +27.3% | +148.0% | -120.7% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling