+41.4%
DIA vs AS
+137.8%
-96.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | +0.9% | +4.5% | -3.6% | +0.3% |
| 30D | +1.1% | +13.2% | -12.1% | -0.6% |
| 3M | -2.9% | -11.9% | +9.0% | -1.4% |
| 6M | +5.9% | -11.6% | +17.5% | +7.2% |
| YTD | +9.8% | -14.7% | +24.5% | +11.2% |
| 1Y | +11.7% | +5.7% | +6.0% | +10.0% |
| All | +41.4% | +137.8% | -96.3% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling