-10.9%
DOW vs ALM
+1,262.3%
-1,273.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | -0.5% |
| 7D | -6.0% | +3.6% | -9.6% | -6.1% |
| 30D | -2.7% | +33.8% | -36.5% | -3.5% |
| 3M | -10.5% | +14.8% | -25.2% | -11.0% |
| 6M | -12.4% | -7.0% | -5.5% | -12.7% |
| YTD | +30.0% | +108.1% | -78.0% | +26.3% |
| 1Y | +27.8% | +313.8% | -286.0% | +21.3% |
| 3Y | -34.9% | +2,227.6% | -2,262.6% | -43.3% |
| 5Y | -35.9% | +956.6% | -992.5% | -43.0% |
| All | -10.9% | +1,262.3% | -1,273.3% | -26.2% |
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