-21.7%
AS vs DGX
+30.6%
-52.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.8% |
| 7D | -2.6% | -0.3% | -2.3% | -2.6% |
| 30D | -22.1% | -1.2% | -20.9% | -22.1% |
| 3M | -15.3% | +19.9% | -35.2% | -15.0% |
| 6M | -15.6% | +19.2% | -34.8% | -15.2% |
| YTD | -23.2% | +37.5% | -60.7% | -22.2% |
| 1Y | -21.7% | +31.3% | -53.0% | -21.5% |
| All | -21.7% | +30.6% | -52.3% | -21.5% |
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