+6.2%
DT vs AA
+89.1%
-82.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -3.5% |
| 7D | -4.9% | +1.7% | -6.5% | -5.1% |
| 30D | +2.7% | +3.3% | -0.6% | +2.1% |
| 3M | +20.0% | -29.4% | +49.4% | +24.6% |
| 6M | +28.0% | -12.8% | +40.8% | +28.8% |
| YTD | +16.0% | -2.1% | +18.2% | +14.2% |
| 1Y | +0.7% | +62.8% | -62.0% | -8.9% |
| 3Y | +6.2% | +90.5% | -84.3% | -7.2% |
| All | +6.2% | +89.1% | -82.9% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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