-100.0%
DFNS vs ALC
+21.9%
-121.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.2% | +14.9% | +13.5% |
| 7D | -13.0% | -6.3% | -6.7% | -10.9% |
| 30D | -56.9% | +12.6% | -69.5% | -59.1% |
| 3M | -93.2% | -3.8% | -89.4% | -93.2% |
| 6M | -95.4% | +16.8% | -112.3% | -95.8% |
| YTD | -99.5% | -7.6% | -91.9% | -99.5% |
| 1Y | -99.6% | -5.9% | -93.8% | -99.6% |
| 3Y | -100.0% | +0.6% | -100.6% | -100.0% |
| 5Y | -100.0% | -9.5% | -90.5% | -100.0% |
| All | -100.0% | +21.9% | -121.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling