+551.0%
DELL vs ALC
-9.1%
+560.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.1% |
| 7D | -18.1% | +2.3% | -20.5% | -18.8% |
| 30D | -42.9% | +15.5% | -58.4% | -45.6% |
| 3M | -26.9% | +0.6% | -27.5% | -27.4% |
| 6M | +28.8% | +18.4% | +10.4% | +19.2% |
| YTD | +168.4% | -5.6% | +174.0% | +169.4% |
| 1Y | +136.8% | 0.0% | +136.8% | +130.6% |
| 3Y | +375.3% | +2.8% | +372.5% | +349.3% |
| 5Y | +551.0% | -8.8% | +559.8% | +525.5% |
| All | +551.0% | -9.1% | +560.1% | +525.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling