+64.9%
DGX vs ALC
-17.4%
+82.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.2% | -5.3% | +3.1% | -1.2% |
| 30D | -0.9% | -7.1% | +6.1% | +0.4% |
| 3M | +15.6% | +0.8% | +14.8% | +15.3% |
| 6M | +17.8% | -16.0% | +33.8% | +21.2% |
| YTD | +37.5% | -12.7% | +50.2% | +40.3% |
| 1Y | +31.2% | -12.8% | +44.0% | +33.7% |
| 3Y | +96.6% | -15.8% | +112.4% | +100.0% |
| 5Y | +64.9% | -16.7% | +81.6% | +61.8% |
| All | +64.9% | -17.4% | +82.3% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling