+359.0%
DIA vs ALM
+7,705.7%
-7,346.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -0.2% | -2.6% | +2.4% | -0.2% |
| 30D | -1.5% | +32.0% | -33.5% | -1.6% |
| 3M | +3.8% | -15.0% | +18.8% | +3.8% |
| 6M | +10.3% | -10.1% | +20.4% | +10.2% |
| YTD | +12.1% | +99.4% | -87.3% | +11.8% |
| 1Y | +18.6% | +316.4% | -297.7% | +18.1% |
| 3Y | +60.6% | +2,022.0% | -1,961.4% | +59.2% |
| 5Y | +64.4% | +941.2% | -876.8% | +63.1% |
| 10Y | +250.1% | +2,950.3% | -2,700.2% | +246.2% |
| All | +359.0% | +7,705.7% | -7,346.7% | +349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling