+31.6%
ALC vs DAR
+129.7%
-98.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | +4.9% | -9.9% | +14.8% | +6.8% |
| 30D | +19.0% | -16.4% | +35.3% | +22.5% |
| 3M | +7.8% | -17.1% | +24.8% | +10.8% |
| 6M | +14.6% | -20.5% | +35.0% | +18.4% |
| YTD | -4.4% | +39.4% | -43.9% | -11.9% |
| 1Y | +1.4% | +57.2% | -55.8% | -8.9% |
| 3Y | +2.5% | +13.9% | -11.3% | -5.1% |
| 5Y | -10.9% | -40.8% | +29.9% | -6.8% |
| All | +31.6% | +129.7% | -98.1% | -12.6% |
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 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