+553.9%
DIA vs AG
+294.5%
+259.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | -0.9% | +6.3% | -7.3% | -1.4% |
| 30D | +0.3% | -8.9% | +9.2% | +0.8% |
| 3M | -4.5% | -12.2% | +7.7% | -3.9% |
| 6M | +3.4% | -28.3% | +31.7% | +5.0% |
| YTD | +7.8% | -8.8% | +16.6% | +6.9% |
| 1Y | +10.7% | +39.4% | -28.6% | +6.5% |
| 3Y | +57.5% | +229.4% | -171.9% | +39.3% |
| 5Y | +53.7% | +14.5% | +39.2% | +43.1% |
| 10Y | +247.2% | +82.7% | +164.5% | +194.6% |
| All | +553.9% | +294.5% | +259.5% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling