+4,810.4%
NVDA vs ALC
+24.0%
+4,786.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +2.1% |
| 7D | +5.9% | -2.1% | +8.0% | +7.1% |
| 30D | +5.1% | -0.1% | +5.2% | +4.8% |
| 3M | +5.4% | +5.9% | -0.5% | +0.8% |
| 6M | +26.0% | -15.9% | +41.9% | +36.8% |
| YTD | +23.7% | -10.1% | +33.8% | +28.0% |
| 1Y | +34.4% | -10.2% | +44.6% | +37.8% |
| 3Y | +375.8% | -13.6% | +389.4% | +374.4% |
| 5Y | +911.8% | -15.1% | +926.9% | +918.3% |
| All | +4,810.4% | +24.0% | +4,786.4% | +3,604.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling