+90.5%
AA vs DG
+10.3%
+80.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.6% | +3.8% |
| 7D | +1.7% | -2.5% | +4.1% | +1.8% |
| 30D | +3.3% | +1.0% | +2.3% | +3.2% |
| 3M | -29.4% | +20.3% | -49.7% | -30.6% |
| 6M | -12.8% | -11.7% | -1.1% | -11.8% |
| YTD | -2.1% | -2.3% | +0.2% | -1.9% |
| 1Y | +62.8% | +20.0% | +42.8% | +60.2% |
| 3Y | +90.5% | +7.2% | +83.2% | +89.5% |
| All | +90.5% | +10.3% | +80.1% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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