+326.0%
DIA vs AMC
-98.1%
+424.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.9% | -0.6% |
| 7D | -0.2% | +2.3% | -2.5% | -0.2% |
| 30D | -1.5% | -0.7% | -0.8% | -1.5% |
| 3M | +3.8% | +35.2% | -31.4% | +2.8% |
| 6M | +10.3% | +124.6% | -114.3% | +7.8% |
| YTD | +12.1% | +69.9% | -57.8% | +10.2% |
| 1Y | +18.6% | -2.6% | +21.2% | +17.9% |
| 3Y | +60.6% | -79.8% | +140.4% | +62.1% |
| 5Y | +64.4% | -99.4% | +163.8% | +72.9% |
| 10Y | +250.1% | -98.9% | +349.0% | +246.7% |
| All | +326.0% | -98.1% | +424.1% | +284.6% |
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