+678.3%
DELL vs ALC
-16.2%
+694.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +8.7% | -5.3% | +14.0% | +10.1% |
| 30D | +16.9% | -7.1% | +24.0% | +18.7% |
| 3M | +40.4% | +0.8% | +39.6% | +39.0% |
| 6M | +267.1% | -16.0% | +283.1% | +286.3% |
| YTD | +329.1% | -12.7% | +341.8% | +343.2% |
| 1Y | +346.9% | -12.8% | +359.8% | +360.3% |
| All | +678.3% | -16.2% | +694.5% | +701.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling