+11.8%
DIA vs AG
+7.9%
+3.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.3% |
| 7D | +2.1% | -10.0% | +12.1% | +3.0% |
| 30D | +1.5% | -10.5% | +12.0% | +2.3% |
| 3M | -2.4% | -27.3% | +24.8% | -0.3% |
| 6M | +6.0% | -43.0% | +48.9% | +9.5% |
| YTD | +10.1% | -17.9% | +28.0% | +9.5% |
| 1Y | +11.8% | +11.9% | -0.1% | +8.4% |
| All | +11.8% | +7.9% | +3.9% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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