+33.4%
AG vs DD
+49.3%
-15.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.8% | +10.9% | +10.8% |
| 7D | -2.6% | +8.7% | -11.3% | -11.3% |
| 30D | -12.1% | +15.3% | -27.4% | -25.0% |
| 3M | -6.6% | +5.9% | -12.5% | -12.5% |
| 6M | -20.5% | +11.6% | -32.0% | -28.4% |
| YTD | -7.4% | +26.5% | -34.0% | -23.2% |
| 1Y | +33.4% | +35.4% | -2.0% | +8.7% |
| All | +33.4% | +49.3% | -15.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling