+3.2%
AA vs DGX
+66.8%
-63.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | -5.8% | -1.2% | -4.6% | -5.4% |
| 3M | -29.9% | +15.8% | -45.7% | -33.5% |
| 6M | -27.0% | +18.2% | -45.2% | -31.4% |
| YTD | -8.7% | +37.2% | -45.9% | -19.7% |
| 1Y | +50.6% | +30.4% | +20.3% | +34.8% |
| 3Y | +74.1% | +96.7% | -22.6% | +24.6% |
| All | +3.2% | +66.8% | -63.6% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling