+234.4%
DGX vs ALC
+30.4%
+204.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.8% |
| 7D | +1.6% | -1.1% | +2.6% | +1.8% |
| 30D | +11.2% | +16.0% | -4.8% | +7.2% |
| 3M | +10.4% | +0.8% | +9.6% | +10.0% |
| 6M | +37.1% | +16.8% | +20.2% | +31.6% |
| YTD | +52.1% | -5.5% | +57.6% | +53.0% |
| 1Y | +40.7% | -5.3% | +46.0% | +41.4% |
| 3Y | +107.6% | +4.1% | +103.5% | +99.3% |
| 5Y | +90.6% | -7.1% | +97.7% | +85.9% |
| All | +234.4% | +30.4% | +204.0% | +172.0% |
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