+53.3%
DIA vs ALC
-11.2%
+64.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -0.9% | +4.9% | -5.8% | -2.3% |
| 30D | +0.3% | +19.0% | -18.7% | -4.6% |
| 3M | -4.5% | +7.8% | -12.3% | -6.7% |
| 6M | +3.4% | +14.6% | -11.2% | -1.1% |
| YTD | +7.8% | -4.4% | +12.2% | +8.3% |
| 1Y | +10.7% | +1.4% | +9.4% | +9.1% |
| 3Y | +57.5% | +2.5% | +55.0% | +51.5% |
| All | +53.3% | -11.2% | +64.5% | +52.0% |
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 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