+11.4%
ALAB vs DIA
+6.5%
+4.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +5.5% |
| 7D | +3.4% | -1.6% | +5.0% | +9.2% |
| 30D | -28.8% | +1.3% | -30.0% | -28.9% |
| 3M | -26.0% | -2.1% | -23.9% | -19.8% |
| 6M | +11.4% | +6.2% | +5.1% | -0.3% |
| All | +11.4% | +6.5% | +4.9% | -0.3% |
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