+2.5%
ALC vs DAR
+11.9%
-9.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | +4.9% | -9.9% | +14.8% | +5.7% |
| 30D | +19.0% | -16.4% | +35.3% | +20.4% |
| 3M | +7.8% | -17.1% | +24.8% | +9.0% |
| 6M | +14.6% | -20.5% | +35.0% | +16.3% |
| YTD | -4.4% | +39.4% | -43.9% | -9.2% |
| 1Y | +1.4% | +57.2% | -55.8% | -5.1% |
| 3Y | +2.5% | +13.9% | -11.3% | -3.7% |
| All | +2.5% | +11.9% | -9.3% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling