-43.0%
DT vs AA
-15.4%
-27.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.1% |
| 7D | -24.7% | +0.9% | -25.6% | -24.8% |
| 30D | -27.4% | -6.7% | -20.7% | -26.5% |
| 3M | -11.1% | -16.3% | +5.2% | -8.7% |
| 6M | +13.7% | -37.1% | +50.8% | +22.3% |
| YTD | +0.2% | -25.0% | +25.2% | +2.4% |
| 1Y | -5.7% | +8.6% | -14.3% | -11.4% |
| 3Y | -8.1% | +57.2% | -65.4% | -25.7% |
| All | -43.0% | -15.4% | -27.6% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling