+1,744.1%
DELL vs ALC
+24.0%
+1,720.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.4% |
| 7D | +14.9% | -2.1% | +17.0% | +15.9% |
| 30D | +13.3% | -0.1% | +13.4% | +13.1% |
| 3M | +24.4% | +5.9% | +18.5% | +20.0% |
| 6M | +258.0% | -15.9% | +273.9% | +278.7% |
| YTD | +320.2% | -10.1% | +330.3% | +329.8% |
| 1Y | +319.1% | -10.2% | +329.3% | +327.1% |
| 3Y | +706.5% | -13.6% | +720.1% | +723.4% |
| 5Y | +1,071.9% | -15.1% | +1,087.0% | +1,077.5% |
| All | +1,744.1% | +24.0% | +1,720.1% | +1,360.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling