+913.8%
NVDA vs ALC
-15.6%
+929.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.0% |
| 7D | +3.8% | -3.7% | +7.5% | +5.9% |
| 30D | +0.8% | -3.7% | +4.5% | +2.5% |
| 3M | +8.2% | +4.6% | +3.6% | +4.5% |
| 6M | +27.1% | -14.6% | +41.7% | +36.4% |
| YTD | +21.2% | -11.9% | +33.0% | +26.8% |
| 1Y | +34.3% | -13.1% | +47.4% | +40.6% |
| 3Y | +396.3% | -15.0% | +411.2% | +393.6% |
| 5Y | +913.8% | -16.2% | +930.0% | +954.7% |
| All | +913.8% | -15.6% | +929.4% | +954.7% |
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