+168.1%
DAL vs AG
+214.1%
-46.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -4.0% |
| 7D | +4.6% | -2.9% | +7.4% | +4.9% |
| 30D | +2.3% | -15.1% | +17.4% | +4.2% |
| 3M | -8.1% | -15.4% | +7.3% | -6.7% |
| 6M | +21.4% | -21.9% | +43.3% | +23.5% |
| YTD | +24.3% | -10.4% | +34.8% | +22.8% |
| 1Y | +47.4% | +39.8% | +7.6% | +38.6% |
| All | +168.1% | +214.1% | -46.0% | +120.0% |
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