+2.1%
AS vs DGX
+45.0%
-42.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.6% | +5.0% |
| 7D | +13.8% | +4.1% | +9.7% | +13.6% |
| 30D | +16.7% | +10.5% | +6.2% | +16.5% |
| 3M | -11.5% | +9.8% | -21.3% | -11.7% |
| 6M | -5.5% | +34.6% | -40.1% | -5.8% |
| YTD | -14.2% | +49.8% | -64.0% | -13.6% |
| 1Y | +2.1% | +46.0% | -44.0% | +2.5% |
| All | +2.1% | +45.0% | -42.9% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling