+24.8%
ALAB vs DOW
+43.1%
-18.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -1.4% | +15.1% | +13.4% |
| 7D | -5.6% | -9.4% | +3.8% | -7.6% |
| 30D | -36.6% | +8.9% | -45.6% | -35.2% |
| 3M | -35.1% | +6.7% | -41.8% | -33.7% |
| 6M | +8.5% | -14.2% | +22.7% | +11.4% |
| YTD | +30.4% | +36.9% | -6.6% | +30.5% |
| All | +24.8% | +43.1% | -18.3% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling