+1,081.8%
DIA vs ALB
+1,370.6%
-288.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.9% | +9.1% | -10.0% | -3.0% |
| 30D | +0.3% | -3.4% | +3.7% | +0.9% |
| 3M | -4.5% | -20.6% | +16.1% | +0.3% |
| 6M | +3.4% | -48.2% | +51.5% | +19.3% |
| YTD | +7.8% | -29.2% | +37.0% | +12.9% |
| 1Y | +10.7% | +10.0% | +0.7% | +3.4% |
| 3Y | +57.5% | -12.9% | +70.4% | +41.9% |
| 5Y | +53.7% | -61.3% | +115.0% | +62.3% |
| 10Y | +247.2% | +35.8% | +211.4% | +125.8% |
| All | +1,081.8% | +1,370.6% | -288.8% | +246.3% |
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