-98.2%
DFNS vs ALC
-13.1%
-85.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.3% |
| 7D | +0.8% | -3.7% | +4.5% | +2.7% |
| 30D | -73.2% | -3.7% | -69.5% | -72.8% |
| 3M | -72.4% | +4.6% | -77.0% | -73.4% |
| 6M | -95.2% | -14.6% | -80.6% | -94.6% |
| YTD | -98.0% | -11.9% | -86.1% | -97.8% |
| All | -98.2% | -13.1% | -85.1% | -98.0% |
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 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