+4,667.8%
NVDA vs ALC
+20.4%
+4,647.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.3% |
| 7D | -0.3% | -5.3% | +4.9% | +2.8% |
| 30D | +2.8% | -7.1% | +9.9% | +6.9% |
| 3M | +7.4% | +0.8% | +6.7% | +5.8% |
| 6M | +22.6% | -16.0% | +38.6% | +32.9% |
| YTD | +20.1% | -12.7% | +32.8% | +26.4% |
| 1Y | +31.2% | -12.8% | +44.0% | +36.9% |
| 3Y | +391.7% | -15.8% | +407.6% | +397.6% |
| 5Y | +911.9% | -16.7% | +928.5% | +928.1% |
| All | +4,667.8% | +20.4% | +4,647.4% | +3,558.5% |
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