+1,129.1%
DIA vs ALB
+1,764.8%
-635.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.5% |
| 7D | -0.2% | -8.1% | +7.9% | +1.8% |
| 30D | -1.5% | +6.3% | -7.8% | -3.2% |
| 3M | +3.8% | -23.6% | +27.3% | +9.8% |
| 6M | +10.3% | -24.6% | +34.9% | +15.6% |
| YTD | +12.1% | -10.3% | +22.4% | +11.4% |
| 1Y | +18.6% | +61.5% | -42.8% | +0.1% |
| 3Y | +60.6% | -34.0% | +94.6% | +57.1% |
| 5Y | +64.4% | -44.6% | +109.0% | +58.4% |
| 10Y | +250.1% | +76.1% | +174.0% | +114.2% |
| All | +1,129.1% | +1,764.8% | -635.7% | +241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 all: compounded portfolio wealth divided by compounded ALB 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…
all analysis · Full analysis span regression · 6 months rolling