+143.3%
DELL vs ALC
+4.2%
+139.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.8% | -15.7% | -5.4% |
| 7D | -24.6% | +10.7% | -35.3% | -20.4% |
| 30D | -32.5% | +20.2% | -52.7% | -26.1% |
| 3M | -20.2% | +8.9% | -29.1% | -15.1% |
| 6M | +76.5% | +5.7% | +70.7% | +89.5% |
| YTD | +198.9% | -1.4% | +200.3% | +224.3% |
| 1Y | +143.3% | +4.7% | +138.6% | +157.6% |
| All | +143.3% | +4.2% | +139.1% | +157.6% |
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