+309.6%
DIA vs AMC
-97.7%
+407.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -0.9% | +2.6% | -3.6% | -1.0% |
| 30D | +0.3% | +9.0% | -8.8% | +0.1% |
| 3M | -4.5% | +22.2% | -26.7% | -5.0% |
| 6M | +3.4% | +91.5% | -88.1% | +1.4% |
| YTD | +7.8% | +101.3% | -93.5% | +5.5% |
| 1Y | +10.7% | +20.8% | -10.0% | +9.5% |
| 3Y | +57.5% | -71.3% | +128.9% | +58.2% |
| 5Y | +53.7% | -99.2% | +153.0% | +60.9% |
| 10Y | +247.2% | -98.7% | +345.9% | +244.1% |
| All | +309.6% | -97.7% | +407.4% | +268.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling