+23.8%
ALC vs DAR
+198.4%
-174.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -2.1% | +1.4% | -3.4% | -2.4% |
| 30D | -0.1% | +12.8% | -12.9% | -2.5% |
| 3M | +5.9% | +7.4% | -1.5% | +4.0% |
| 6M | -15.9% | +22.3% | -38.2% | -19.7% |
| YTD | -10.1% | +81.1% | -91.2% | -20.7% |
| 1Y | -10.2% | +106.5% | -116.7% | -23.2% |
| 3Y | -13.6% | +5.3% | -18.9% | -17.3% |
| 5Y | -15.1% | -11.5% | -3.6% | -17.8% |
| All | +23.8% | +198.4% | -174.5% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling