+460.8%
DIA vs AMCR
+102.7%
+358.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | +0.1% | -1.8% | +1.9% | +0.5% |
| 30D | -2.1% | -6.0% | +4.0% | -0.5% |
| 3M | +4.2% | +18.9% | -14.8% | -0.9% |
| 6M | +11.9% | +5.7% | +6.2% | +9.5% |
| YTD | +10.8% | +11.1% | -0.3% | +6.6% |
| 1Y | +17.5% | +14.4% | +3.1% | +12.0% |
| 3Y | +59.9% | +13.0% | +46.9% | +51.0% |
| 5Y | +64.1% | -7.5% | +71.7% | +63.0% |
| 10Y | +246.2% | +20.1% | +226.1% | +207.2% |
| All | +460.8% | +102.7% | +358.1% | +397.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling