+196.6%
DGX vs ALC
+17.1%
+179.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.2% |
| 7D | -3.5% | -7.7% | +4.2% | -1.6% |
| 30D | -2.7% | -11.7% | +9.0% | +0.2% |
| 3M | +13.9% | +0.7% | +13.2% | +13.5% |
| 6M | +16.0% | -17.1% | +33.1% | +20.7% |
| YTD | +34.9% | -15.1% | +50.1% | +39.5% |
| 1Y | +30.6% | -14.1% | +44.7% | +34.3% |
| 3Y | +93.0% | -18.2% | +111.1% | +97.6% |
| 5Y | +64.4% | -19.2% | +83.6% | +66.1% |
| All | +196.6% | +17.1% | +179.6% | +147.9% |
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