-99.6%
DFNS vs ALC
+4.2%
-103.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.8% | -25.2% | -19.4% |
| 7D | -27.7% | +10.7% | -38.4% | -29.6% |
| 30D | -58.0% | +20.2% | -78.1% | -60.2% |
| 3M | -94.0% | +8.9% | -102.9% | -94.1% |
| 6M | -94.6% | +5.7% | -100.3% | -94.6% |
| YTD | -99.4% | -1.4% | -98.0% | -99.4% |
| 1Y | -99.6% | +4.7% | -104.4% | -99.7% |
| All | -99.6% | +4.2% | -103.8% | -99.7% |
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