+59.1%
DIA vs AMC
-99.1%
+158.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -1.6% | -2.8% | +1.2% | -1.5% |
| 30D | +1.3% | +14.0% | -12.7% | +0.8% |
| 3M | -2.1% | +42.5% | -44.6% | -3.4% |
| 6M | +6.2% | +142.6% | -136.3% | +2.0% |
| YTD | +10.3% | +119.2% | -108.9% | +6.0% |
| 1Y | +11.0% | +40.7% | -29.7% | +8.2% |
| 3Y | +60.4% | -57.3% | +117.7% | +60.0% |
| 5Y | +59.1% | -99.1% | +158.2% | +78.3% |
| All | +59.1% | -99.1% | +158.2% | +78.3% |
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