-100.0%
DFNS vs ALC
+2.3%
-102.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.1% | -10.1% | -10.7% |
| 7D | -44.0% | +4.9% | -48.9% | -46.7% |
| 30D | -69.1% | +19.0% | -88.1% | -73.5% |
| 3M | -95.6% | +7.8% | -103.4% | -96.0% |
| 6M | -96.2% | +14.6% | -110.7% | -96.7% |
| YTD | -99.6% | -4.4% | -95.2% | -99.6% |
| 1Y | -99.7% | +1.4% | -101.1% | -99.8% |
| 3Y | -100.0% | +2.5% | -102.5% | -100.0% |
| All | -100.0% | +2.3% | -102.2% | -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