-35.3%
DOW vs ALM
+2,118.4%
-2,153.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -3.0% |
| 7D | -2.4% | -2.6% | +0.2% | -2.4% |
| 30D | +0.4% | +32.0% | -31.6% | 0.0% |
| 3M | -14.4% | -15.0% | +0.6% | -14.2% |
| 6M | -7.0% | -10.1% | +3.2% | -7.0% |
| YTD | +30.2% | +99.4% | -69.2% | +27.7% |
| 1Y | +29.2% | +316.4% | -287.1% | +24.6% |
| All | -35.3% | +2,118.4% | -2,153.7% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling