+24.5%
ALAB vs DIA
+15.0%
+9.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -10.0% |
| 7D | -24.9% | +1.6% | -26.5% | -27.1% |
| 30D | -38.4% | +4.1% | -42.5% | -43.0% |
| 3M | -38.3% | -1.0% | -37.2% | -37.0% |
| 6M | +10.9% | +9.7% | +1.3% | -5.7% |
| YTD | +34.2% | +12.2% | +22.0% | +7.1% |
| 1Y | +24.5% | +14.9% | +9.6% | -4.1% |
| All | +24.5% | +15.0% | +9.5% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 1y: compounded portfolio wealth divided by compounded DIA 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…
1y analysis · Full analysis span regression · 6 months rolling