+63.8%
DIA vs AU
+673.1%
-609.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.3% |
| 7D | -3.0% | -7.0% | +4.0% | -2.5% |
| 30D | -3.0% | +7.3% | -10.3% | -3.5% |
| 3M | +4.5% | +33.2% | -28.7% | +2.2% |
| 6M | +9.8% | -0.6% | +10.4% | +9.1% |
| YTD | +9.3% | +26.2% | -16.9% | +6.8% |
| 1Y | +16.0% | +68.3% | -52.3% | +11.1% |
| 3Y | +57.7% | +592.1% | -534.4% | +35.1% |
| 5Y | +63.8% | +685.3% | -621.5% | +39.3% |
| All | +63.8% | +673.1% | -609.4% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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