+1,973.0%
DE vs AG
+255.2%
+1,717.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.5% |
| 7D | +0.3% | -10.0% | +10.2% | +1.5% |
| 30D | +3.6% | -10.5% | +14.1% | +4.7% |
| 3M | +10.2% | -27.3% | +37.5% | +13.8% |
| 6M | +16.6% | -43.0% | +59.6% | +23.1% |
| YTD | +45.8% | -17.9% | +63.7% | +45.4% |
| 1Y | +43.9% | +11.9% | +32.0% | +37.6% |
| 3Y | +89.6% | +201.8% | -112.2% | +52.7% |
| 5Y | +100.3% | -0.1% | +100.4% | +79.0% |
| 10Y | +760.8% | +72.7% | +688.1% | +531.3% |
| All | +1,973.0% | +255.2% | +1,717.9% | +702.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling