+9.8%
DIA vs ALM
+7.9%
+1.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | 0.0% |
| 7D | +1.6% | -4.0% | +5.6% | +1.8% |
| 30D | +1.2% | -30.5% | +31.7% | +3.1% |
| 3M | -2.4% | -46.9% | +44.5% | +0.5% |
| 6M | +5.7% | -65.5% | +71.2% | +10.7% |
| YTD | +9.9% | -13.4% | +23.3% | +10.2% |
| 1Y | +9.8% | +9.8% | 0.0% | +8.9% |
| All | +9.8% | +7.9% | +1.9% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling