+1,783.2%
DELL vs ALC
+20.4%
+1,762.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +8.7% | -5.3% | +14.0% | +11.0% |
| 30D | +16.9% | -7.1% | +24.0% | +20.0% |
| 3M | +40.4% | +0.8% | +39.6% | +38.4% |
| 6M | +267.1% | -16.0% | +283.1% | +287.4% |
| YTD | +329.1% | -12.7% | +341.8% | +344.0% |
| 1Y | +346.9% | -12.8% | +359.8% | +360.7% |
| 3Y | +696.6% | -15.8% | +712.5% | +721.7% |
| 5Y | +1,106.2% | -16.7% | +1,122.8% | +1,118.8% |
| All | +1,783.2% | +20.4% | +1,762.9% | +1,408.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling