+235.7%
DIA vs ALM
+2,100.8%
-1,865.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | -0.1% |
| 7D | +2.1% | +1.2% | +0.9% | +2.1% |
| 30D | +1.5% | -19.3% | +20.8% | +2.0% |
| 3M | -2.4% | -40.6% | +38.2% | -1.2% |
| 6M | +6.0% | -57.9% | +63.9% | +7.9% |
| YTD | +10.1% | -6.7% | +16.8% | +9.6% |
| 1Y | +11.8% | +20.2% | -8.4% | +10.5% |
| 3Y | +59.7% | +879.4% | -819.7% | +48.6% |
| 5Y | +57.9% | +415.3% | -357.4% | +47.7% |
| All | +235.7% | +2,100.8% | -1,865.1% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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