+204.3%
DGX vs ALC
+24.0%
+180.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.4% |
| 7D | -2.3% | -2.1% | -0.2% | -1.8% |
| 30D | +0.6% | -0.1% | +0.7% | +0.5% |
| 3M | +21.4% | +5.9% | +15.5% | +19.6% |
| 6M | +14.7% | -15.9% | +30.7% | +19.0% |
| YTD | +38.4% | -10.1% | +48.5% | +41.1% |
| 1Y | +34.0% | -10.2% | +44.2% | +36.3% |
| 3Y | +92.7% | -13.6% | +106.2% | +94.8% |
| 5Y | +67.7% | -15.1% | +82.8% | +67.6% |
| All | +204.3% | +24.0% | +180.3% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling