+173.8%
DAL vs AG
+219.8%
-45.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +1.9% |
| 7D | +8.8% | +6.3% | +2.5% | +8.0% |
| 30D | +5.4% | -8.9% | +14.3% | +6.5% |
| 3M | -4.9% | -12.2% | +7.3% | -3.9% |
| 6M | +19.8% | -28.3% | +48.1% | +23.0% |
| YTD | +27.0% | -8.8% | +35.8% | +25.2% |
| 1Y | +52.5% | +39.4% | +13.1% | +43.3% |
| 3Y | +173.8% | +229.4% | -55.6% | +124.2% |
| All | +173.8% | +219.8% | -45.9% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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