-100.0%
DFNS vs ALC
+4.4%
-104.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.2% | -8.7% | -7.8% |
| 7D | -6.0% | -1.1% | -4.9% | -5.6% |
| 30D | -71.2% | +16.0% | -87.2% | -74.9% |
| 3M | -94.5% | +0.8% | -95.3% | -94.7% |
| 6M | -96.5% | +16.8% | -113.4% | -97.1% |
| YTD | -99.6% | -5.5% | -94.1% | -99.6% |
| 1Y | -99.7% | -5.3% | -94.4% | -99.7% |
| 3Y | -100.0% | +4.1% | -104.1% | -100.0% |
| All | -100.0% | +4.4% | -104.4% | -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 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