+3,375.2%
NVDA vs ALC
+30.4%
+3,344.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -3.7% |
| 7D | -12.7% | -1.1% | -11.7% | -12.3% |
| 30D | -26.4% | +16.0% | -42.5% | -32.8% |
| 3M | -27.6% | +0.8% | -28.5% | -28.7% |
| 6M | -27.7% | +16.8% | -44.6% | -35.4% |
| YTD | -12.5% | -5.5% | -7.0% | -12.8% |
| 1Y | -12.6% | -5.3% | -7.4% | -13.5% |
| 3Y | +235.9% | +4.1% | +231.9% | +190.4% |
| 5Y | +438.2% | -7.1% | +445.3% | +408.4% |
| All | +3,375.2% | +30.4% | +3,344.9% | +2,424.3% |
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 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