-35.9%
DOW vs ALM
+1,033.0%
-1,069.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.8% | -8.4% | +0.3% |
| 7D | -2.9% | +8.4% | -11.3% | -3.1% |
| 30D | +2.0% | +34.8% | -32.9% | +1.4% |
| 3M | -12.5% | +16.2% | -28.8% | -12.9% |
| 6M | -9.2% | +2.1% | -11.3% | -9.6% |
| YTD | +30.8% | +117.0% | -86.3% | +27.7% |
| 1Y | +29.4% | +313.9% | -284.5% | +24.2% |
| 3Y | -34.6% | +2,327.9% | -2,362.5% | -42.0% |
| 5Y | -35.9% | +1,040.6% | -1,076.6% | -42.3% |
| All | -35.9% | +1,033.0% | -1,069.0% | -42.3% |
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