+129.7%
DIA vs ALC
+32.2%
+97.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +0.8% | +2.1% | -1.3% | 0.0% |
| 30D | +1.4% | +17.2% | -15.8% | -4.3% |
| 3M | -2.7% | +4.6% | -7.3% | -4.5% |
| 6M | +6.2% | +20.1% | -13.9% | -1.2% |
| YTD | +10.1% | -4.2% | +14.3% | +10.5% |
| 1Y | +13.0% | +2.1% | +10.9% | +10.5% |
| 3Y | +61.9% | +4.5% | +57.4% | +52.4% |
| 5Y | +57.1% | -12.3% | +69.4% | +56.7% |
| All | +129.7% | +32.2% | +97.5% | +75.1% |
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