+123.4%
AS vs DGX
+120.3%
+3.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.9% | +1.6% | -6.4% | -4.9% |
| 30D | +3.9% | +11.2% | -7.3% | +3.4% |
| 3M | -9.6% | +10.4% | -20.0% | -10.0% |
| 6M | -8.7% | +37.1% | -45.7% | -10.0% |
| YTD | -19.8% | +52.1% | -72.0% | -21.4% |
| 1Y | -1.5% | +40.7% | -42.3% | -3.1% |
| All | +123.4% | +120.3% | +3.1% | +117.3% |
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 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