+103.5%
AA vs DGX
+8,794.8%
-8,691.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -0.6% | -2.2% | +1.6% | +0.2% |
| 30D | -1.6% | -0.9% | -0.6% | -1.2% |
| 3M | -29.8% | +15.6% | -45.4% | -33.6% |
| 6M | -16.6% | +17.8% | -34.4% | -21.9% |
| YTD | -4.0% | +37.5% | -41.5% | -15.3% |
| 1Y | +63.5% | +31.2% | +32.4% | +46.3% |
| 3Y | +86.8% | +96.6% | -9.8% | +42.7% |
| 5Y | +12.4% | +64.9% | -52.5% | -9.1% |
| 10Y | +132.3% | +254.6% | -122.3% | +41.2% |
| All | +103.5% | +8,794.8% | -8,691.2% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling