-10.8%
ALAB vs DIA
+3.8%
-14.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +7.2% |
| 7D | -26.3% | -0.9% | -25.3% | -22.8% |
| 30D | -50.1% | +0.3% | -50.4% | -49.2% |
| 3M | -42.5% | -4.5% | -38.0% | -33.6% |
| 6M | -10.8% | +3.4% | -14.2% | -12.4% |
| All | -10.8% | +3.8% | -14.6% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling