+319.1%
DELL vs ALC
-10.2%
+329.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.0% |
| 7D | +14.9% | -2.1% | +17.0% | +14.3% |
| 30D | +13.3% | -0.1% | +13.4% | +13.1% |
| 3M | +24.4% | +5.9% | +18.5% | +25.9% |
| 6M | +258.0% | -15.9% | +273.9% | +270.7% |
| YTD | +320.2% | -10.1% | +330.3% | +328.3% |
| 1Y | +319.1% | -10.2% | +329.3% | +338.7% |
| All | +319.1% | -10.2% | +329.2% | +338.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling