+750.5%
AU vs DGX
+6,751.3%
-6,000.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -4.3% | -0.9% | -3.4% | -4.1% |
| 30D | +7.3% | -1.2% | +8.5% | +7.6% |
| 3M | +26.3% | +15.8% | +10.6% | +23.3% |
| 6M | +1.8% | +18.2% | -16.4% | -1.1% |
| YTD | +26.8% | +37.2% | -10.4% | +20.4% |
| 1Y | +66.7% | +30.4% | +36.3% | +59.5% |
| 3Y | +579.1% | +96.7% | +482.4% | +508.2% |
| 5Y | +689.3% | +67.2% | +622.2% | +620.6% |
| 10Y | +686.6% | +253.9% | +432.7% | +533.4% |
| All | +750.5% | +6,751.3% | -6,000.8% | +602.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling