-26.7%
DT vs ALC
-16.0%
-10.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.6% |
| 7D | -3.3% | -2.1% | -1.2% | -2.3% |
| 30D | +2.0% | -0.1% | +2.1% | +2.0% |
| 3M | +20.0% | +5.9% | +14.1% | +16.0% |
| 6M | +39.3% | -15.9% | +55.2% | +50.3% |
| YTD | +19.8% | -10.1% | +29.9% | +24.1% |
| 1Y | +4.3% | -10.2% | +14.5% | +7.7% |
| 3Y | +7.7% | -13.6% | +21.3% | +7.5% |
| All | -26.7% | -16.0% | -10.7% | -23.3% |
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