+249.6%
ALAB vs DOW
-36.6%
+286.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -1.4% | +15.1% | +13.9% |
| 7D | -5.6% | -9.4% | +3.8% | -4.5% |
| 30D | -36.6% | +8.9% | -45.6% | -37.4% |
| 3M | -35.1% | +6.7% | -41.8% | -36.0% |
| 6M | +8.5% | -14.2% | +22.7% | +11.8% |
| YTD | +30.4% | +36.9% | -6.6% | +15.4% |
| 1Y | +31.0% | +45.8% | -14.7% | +13.4% |
| All | +249.6% | -36.6% | +286.2% | +292.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling