-30.8%
DOW vs ALM
+441.7%
-472.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.1% | -9.5% | -1.5% |
| 7D | -9.4% | +0.7% | -10.2% | -9.4% |
| 30D | +8.9% | -26.1% | +35.0% | +9.4% |
| 3M | +6.7% | -38.1% | +44.9% | +7.4% |
| 6M | -14.2% | -55.4% | +41.2% | -13.2% |
| YTD | +36.9% | -0.4% | +37.3% | +35.3% |
| 1Y | +45.8% | +25.4% | +20.4% | +43.1% |
| 3Y | -23.9% | +907.8% | -931.7% | -31.5% |
| 5Y | -30.8% | +440.2% | -470.9% | -36.0% |
| All | -30.8% | +441.7% | -472.4% | -36.0% |
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