+390.4%
DGX vs ALM
+6,781.7%
-6,391.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +1.7% |
| 7D | -0.9% | -11.8% | +10.9% | -0.9% |
| 30D | -1.2% | +7.8% | -9.0% | -1.2% |
| 3M | +15.8% | -9.3% | +25.0% | +15.8% |
| 6M | +18.2% | -30.5% | +48.6% | +18.2% |
| YTD | +37.2% | +75.8% | -38.6% | +37.0% |
| 1Y | +30.4% | +241.2% | -210.8% | +29.9% |
| 3Y | +96.7% | +1,872.6% | -1,775.9% | +95.3% |
| 5Y | +67.2% | +849.6% | -782.4% | +66.1% |
| 10Y | +253.9% | +2,589.2% | -2,335.3% | +250.7% |
| All | +390.4% | +6,781.7% | -6,391.3% | +382.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling