-1.4%
DOW vs ALM
+506.5%
-507.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.4% |
| 7D | -0.5% | -7.2% | +6.7% | -0.4% |
| 30D | +15.7% | -26.4% | +42.1% | +16.4% |
| 3M | +5.3% | -38.6% | +43.9% | +6.2% |
| 6M | -14.2% | -61.0% | +46.8% | -12.6% |
| YTD | +43.9% | -7.4% | +51.3% | +42.2% |
| 1Y | +53.1% | +14.0% | +39.1% | +50.2% |
| 3Y | -21.8% | +844.4% | -866.3% | -30.2% |
| 5Y | -28.3% | +410.8% | -439.1% | -35.4% |
| All | -1.4% | +506.5% | -507.9% | -16.9% |
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 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