+253.4%
AG vs DTE
+43.4%
+210.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.2% |
| 7D | -6.7% | -2.6% | -4.2% | -5.4% |
| 30D | +2.2% | -4.4% | +6.6% | +4.7% |
| 3M | +15.7% | -8.3% | +24.0% | +20.9% |
| 6M | -23.8% | -8.1% | -15.7% | -21.0% |
| YTD | +17.6% | +4.4% | +13.2% | +11.6% |
| 1Y | +88.6% | +0.2% | +88.5% | +84.3% |
| 3Y | +253.4% | +42.6% | +210.8% | +147.8% |
| All | +253.4% | +43.4% | +210.0% | +147.8% |
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