-100.0%
DFNS vs ALC
+20.9%
-120.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.9% | -18.5% | -19.0% |
| 7D | -12.7% | -6.2% | -6.5% | -10.6% |
| 30D | -65.2% | +14.0% | -79.2% | -67.2% |
| 3M | -94.6% | -2.4% | -92.2% | -94.6% |
| 6M | -96.2% | +12.6% | -108.9% | -96.5% |
| YTD | -99.6% | -8.4% | -91.2% | -99.6% |
| 1Y | -99.7% | -9.1% | -90.6% | -99.7% |
| 3Y | -100.0% | -0.3% | -99.7% | -100.0% |
| 5Y | -100.0% | -9.9% | -90.0% | -100.0% |
| All | -100.0% | +20.9% | -120.8% | -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