+79.5%
AA vs DG
+606.1%
-526.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.4% |
| 7D | -0.7% | +8.4% | -9.1% | -2.3% |
| 30D | +5.0% | +4.9% | 0.0% | +3.8% |
| 3M | -35.8% | +29.3% | -65.2% | -39.5% |
| 6M | -18.4% | -11.3% | -7.1% | -17.0% |
| YTD | -5.5% | +1.8% | -7.2% | -6.7% |
| 1Y | +61.0% | +25.3% | +35.6% | +51.0% |
| 3Y | +66.2% | +9.1% | +57.1% | +55.2% |
| 5Y | +11.4% | -34.9% | +46.3% | +17.5% |
| 10Y | +116.9% | +108.2% | +8.7% | +66.6% |
| All | +79.5% | +606.1% | -526.6% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling