+21.4%
ALC vs DAR
+207.1%
-185.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.5% |
| 7D | -3.7% | -0.9% | -2.8% | -3.5% |
| 30D | -3.7% | +13.0% | -16.7% | -6.1% |
| 3M | +4.6% | +15.0% | -10.4% | +1.4% |
| 6M | -14.6% | +26.8% | -41.4% | -19.0% |
| YTD | -11.9% | +86.4% | -98.3% | -22.7% |
| 1Y | -13.1% | +115.1% | -128.2% | -26.3% |
| 3Y | -15.0% | +14.6% | -29.6% | -20.2% |
| 5Y | -16.2% | -8.8% | -7.4% | -19.3% |
| All | +21.4% | +207.1% | -185.7% | -23.2% |
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