+107.2%
AS vs DGX
+99.1%
+8.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.8% | -2.2% | -0.5% | -2.7% |
| 30D | -23.2% | -0.9% | -22.3% | -23.2% |
| 3M | -20.1% | +15.6% | -35.7% | -20.5% |
| 6M | -18.5% | +17.8% | -36.3% | -19.0% |
| YTD | -25.6% | +37.5% | -63.1% | -26.7% |
| 1Y | -24.4% | +31.2% | -55.5% | -25.4% |
| All | +107.2% | +99.1% | +8.2% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling