-15.6%
AA vs DG
-32.2%
+16.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | +1.1% | -3.0% | +4.1% | +1.5% |
| 30D | -1.3% | +8.6% | -9.9% | -2.3% |
| 3M | -23.9% | +15.0% | -39.0% | -25.3% |
| 6M | -36.8% | +32.7% | -69.5% | -39.4% |
| YTD | -22.2% | +5.5% | -27.7% | -23.0% |
| 1Y | +10.4% | +34.6% | -24.3% | +5.3% |
| 3Y | +72.0% | +24.2% | +47.8% | +62.5% |
| 5Y | -15.6% | -32.3% | +16.6% | -6.8% |
| All | -15.6% | -32.2% | +16.5% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling