-2.6%
AGG vs DT
-27.6%
+25.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -1.1% | -1.6% | +0.5% | -1.0% |
| 30D | -1.1% | +3.0% | -4.2% | -1.2% |
| 3M | -1.9% | +26.5% | -28.4% | -2.3% |
| 6M | -1.7% | +35.9% | -37.6% | -2.3% |
| YTD | -1.3% | +17.8% | -19.1% | -1.7% |
| 1Y | -0.7% | +4.1% | -4.8% | -0.9% |
| 3Y | +12.5% | +5.3% | +7.2% | +12.0% |
| All | -2.6% | -27.6% | +25.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 5y: compounded portfolio wealth divided by compounded DT 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…
5y analysis · Full analysis span regression · 6 months rolling