+409.0%
AG vs DGX
+534.8%
-125.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.5% |
| 7D | -6.7% | -0.9% | -5.8% | -6.4% |
| 30D | +2.2% | -1.2% | +3.3% | +2.7% |
| 3M | +15.7% | +15.8% | -0.1% | +9.8% |
| 6M | -23.8% | +18.2% | -42.0% | -28.4% |
| YTD | +17.6% | +37.2% | -19.6% | +4.6% |
| 1Y | +88.6% | +30.4% | +58.3% | +70.3% |
| 3Y | +253.4% | +96.7% | +156.7% | +172.4% |
| 5Y | +62.4% | +67.2% | -4.7% | +30.8% |
| 10Y | +61.2% | +253.9% | -192.7% | -9.6% |
| All | +409.0% | +534.8% | -125.8% | +78.3% |
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