+53.3%
DIA vs AMC
-99.3%
+152.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -0.9% | +2.6% | -3.6% | -1.1% |
| 30D | +0.3% | +9.0% | -8.8% | -0.1% |
| 3M | -4.5% | +22.2% | -26.7% | -5.3% |
| 6M | +3.4% | +91.5% | -88.1% | +0.1% |
| YTD | +7.8% | +101.3% | -93.5% | +3.8% |
| 1Y | +10.7% | +20.8% | -10.0% | +8.6% |
| 3Y | +57.5% | -71.3% | +128.9% | +59.5% |
| All | +53.3% | -99.3% | +152.6% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · 6 months rolling