-0.1%
DT vs ALC
-14.0%
+13.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -0.5% | -5.3% | +4.7% | +0.1% |
| 30D | +0.1% | -7.1% | +7.1% | +0.9% |
| 3M | +24.1% | +0.8% | +23.3% | +24.1% |
| 6M | +30.1% | -16.0% | +46.1% | +33.9% |
| YTD | +16.8% | -12.7% | +29.5% | +18.2% |
| 1Y | -0.1% | -12.8% | +12.7% | +2.1% |
| All | -0.1% | -14.0% | +13.9% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling