+17.5%
DIA vs ALM
+347.8%
-330.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -10.0% | -1.5% |
| 7D | +0.1% | +8.4% | -8.4% | -0.3% |
| 30D | -2.1% | +34.8% | -36.9% | -3.6% |
| 3M | +4.2% | +16.2% | -12.1% | +2.9% |
| 6M | +11.9% | +2.1% | +9.8% | +10.5% |
| YTD | +10.8% | +117.0% | -106.2% | +6.9% |
| 1Y | +17.5% | +313.9% | -296.3% | +11.7% |
| All | +17.5% | +347.8% | -330.3% | +11.7% |
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