+45.6%
DE vs AG
+119.5%
-73.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.4% |
| 7D | -2.4% | -5.8% | +3.4% | -2.0% |
| 30D | +9.7% | +6.4% | +3.3% | +9.1% |
| 3M | +21.4% | +28.4% | -7.0% | +18.9% |
| 6M | +15.0% | -24.5% | +39.5% | +15.6% |
| YTD | +46.4% | +21.2% | +25.2% | +48.5% |
| 1Y | +45.6% | +114.1% | -68.5% | +52.3% |
| All | +45.6% | +119.5% | -73.8% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling