-99.9%
DFNS vs ALC
-13.3%
-86.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +2.4% |
| 7D | -16.0% | -2.1% | -13.9% | -14.6% |
| 30D | -77.7% | -0.1% | -77.6% | -78.0% |
| 3M | -77.2% | +5.9% | -83.1% | -78.5% |
| 6M | -95.2% | -15.9% | -79.3% | -94.4% |
| YTD | -98.0% | -10.1% | -87.9% | -97.8% |
| 1Y | -98.3% | -10.2% | -88.0% | -98.1% |
| All | -99.9% | -13.3% | -86.6% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling