+65.7%
DIA vs ALC
-16.0%
+81.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | -0.2% | -2.1% | +1.9% | +0.4% |
| 30D | -1.5% | -0.1% | -1.4% | -1.6% |
| 3M | +3.8% | +5.9% | -2.1% | +1.8% |
| 6M | +10.3% | -15.9% | +26.2% | +15.4% |
| YTD | +12.1% | -10.1% | +22.2% | +14.7% |
| 1Y | +18.6% | -10.2% | +28.9% | +21.2% |
| 3Y | +60.6% | -13.6% | +74.2% | +63.5% |
| All | +65.7% | -16.0% | +81.7% | +65.2% |
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