+209.3%
AG vs DD
+89.9%
+119.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -4.9% |
| 7D | -6.0% | +6.7% | -12.8% | -10.2% |
| 30D | -14.3% | +19.4% | -33.7% | -24.8% |
| 3M | -26.9% | +7.6% | -34.6% | -30.9% |
| 6M | -42.1% | +2.9% | -45.0% | -43.2% |
| YTD | -15.9% | +29.9% | -45.7% | -27.7% |
| 1Y | +11.5% | +28.6% | -17.1% | -3.5% |
| All | +209.3% | +89.9% | +119.4% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling