+65.7%
DIA vs ALM
+951.0%
-885.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -0.2% | -2.6% | +2.4% | -0.1% |
| 30D | -1.5% | +32.0% | -33.5% | -2.5% |
| 3M | +3.8% | -15.0% | +18.8% | +3.9% |
| 6M | +10.3% | -10.1% | +20.4% | +9.8% |
| YTD | +12.1% | +99.4% | -87.3% | +9.0% |
| 1Y | +18.6% | +316.4% | -297.7% | +12.7% |
| 3Y | +60.6% | +2,022.0% | -1,961.4% | +44.3% |
| All | +65.7% | +951.0% | -885.3% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling