+829.0%
DIA vs AGG
+97.9%
+731.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +0.1% | +0.1% | -0.1% | +0.1% |
| 30D | -2.1% | -0.4% | -1.7% | -2.1% |
| 3M | +4.2% | -0.3% | +4.4% | +4.1% |
| 6M | +11.9% | -1.2% | +13.1% | +11.8% |
| YTD | +10.8% | -0.4% | +11.2% | +10.8% |
| 1Y | +17.5% | +0.4% | +17.1% | +17.6% |
| 3Y | +59.9% | +13.4% | +46.5% | +61.9% |
| 5Y | +64.1% | -1.4% | +65.6% | +59.7% |
| 10Y | +246.2% | +14.8% | +231.4% | +258.4% |
| All | +829.0% | +97.9% | +731.1% | +957.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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