+91.5%
AMC vs DG
+15.9%
+75.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +3.5% |
| 7D | +2.6% | +1.1% | +1.5% | +2.3% |
| 30D | +9.0% | +9.5% | -0.5% | +3.6% |
| 3M | +22.2% | +5.5% | +16.7% | +18.3% |
| 6M | +91.5% | +16.1% | +75.4% | +78.3% |
| All | +91.5% | +15.9% | +75.5% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 6mo: compounded portfolio wealth divided by compounded DG 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…
6mo analysis · Full analysis span regression · 6 months rolling