+74.2%
AA vs DTE
+45.3%
+28.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.5% | -4.3% |
| 7D | -5.4% | -2.0% | -3.4% | -4.6% |
| 30D | -10.7% | -2.4% | -8.3% | -9.9% |
| 3M | -26.2% | -7.3% | -18.9% | -24.2% |
| 6M | -20.9% | -7.6% | -13.3% | -18.8% |
| YTD | -8.6% | +5.8% | -14.4% | -12.3% |
| 1Y | +57.4% | +2.3% | +55.1% | +53.4% |
| All | +74.2% | +45.3% | +28.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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