+107.6%
DGX vs ALM
+909.2%
-801.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.8% | -0.1% |
| 7D | +1.6% | +1.2% | +0.3% | +1.5% |
| 30D | +11.2% | -19.3% | +30.5% | +11.4% |
| 3M | +10.4% | -40.6% | +51.0% | +11.0% |
| 6M | +37.1% | -57.9% | +95.0% | +38.3% |
| YTD | +52.1% | -6.7% | +58.8% | +50.5% |
| 1Y | +40.7% | +20.2% | +20.5% | +38.2% |
| 3Y | +107.6% | +879.4% | -771.9% | +92.8% |
| All | +107.6% | +909.2% | -801.6% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling