+143.5%
DELL vs ALC
-2.5%
+146.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -4.1% |
| 7D | -18.1% | +2.3% | -20.5% | -16.9% |
| 30D | -42.9% | +15.5% | -58.4% | -38.9% |
| 3M | -26.9% | +0.6% | -27.5% | -24.4% |
| 6M | +28.8% | +18.4% | +10.4% | +37.5% |
| YTD | +168.4% | -5.6% | +174.0% | +186.4% |
| All | +143.5% | -2.5% | +146.1% | +158.0% |
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