+485.4%
NVDA vs ALC
-10.7%
+496.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.5% | -4.4% |
| 7D | -11.6% | +2.1% | -13.6% | -12.7% |
| 30D | -22.1% | +17.2% | -39.3% | -28.5% |
| 3M | -20.1% | +4.6% | -24.8% | -22.7% |
| 6M | -16.8% | +20.1% | -36.9% | -26.0% |
| YTD | -4.0% | -4.2% | +0.2% | -4.4% |
| 1Y | -4.8% | +2.1% | -6.9% | -9.6% |
| 3Y | +281.7% | +4.5% | +277.2% | +220.5% |
| 5Y | +485.4% | -12.3% | +497.7% | +501.9% |
| All | +485.4% | -10.7% | +496.1% | +501.9% |
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