-7.6%
ALC vs DAR
-27.0%
+19.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +3.0% |
| 7D | -1.1% | +11.6% | -12.7% | -2.7% |
| 30D | +16.0% | -10.2% | +26.3% | +17.7% |
| 3M | +0.8% | -14.8% | +15.6% | +2.9% |
| 6M | +16.8% | -10.1% | +26.9% | +17.9% |
| YTD | -5.5% | +55.5% | -61.0% | -13.6% |
| 1Y | -5.3% | +61.7% | -66.9% | -14.1% |
| 3Y | +4.1% | +37.2% | -33.1% | -6.4% |
| All | -7.6% | -27.0% | +19.4% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling