+74.2%
AA vs DGX
+93.2%
-19.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.0% | -4.5% |
| 7D | -5.4% | -3.5% | -1.9% | -4.8% |
| 30D | -10.7% | -2.7% | -8.0% | -10.2% |
| 3M | -26.2% | +13.9% | -40.1% | -27.9% |
| 6M | -20.9% | +16.0% | -37.0% | -23.2% |
| YTD | -8.6% | +34.9% | -43.6% | -15.0% |
| 1Y | +57.4% | +30.6% | +26.8% | +47.3% |
| All | +74.2% | +93.2% | -19.0% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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