+248.5%
ALAB vs DOW
-35.6%
+284.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -7.5% | -6.8% | -0.6% | -6.7% |
| 30D | -36.8% | +10.8% | -47.6% | -37.7% |
| 3M | -31.9% | +4.1% | -36.0% | -32.4% |
| 6M | +8.2% | -12.7% | +21.0% | +11.3% |
| YTD | +29.9% | +39.2% | -9.3% | +14.8% |
| 1Y | +24.4% | +49.5% | -25.0% | +7.2% |
| All | +248.5% | -35.6% | +284.1% | +290.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling