-28.4%
DT vs AA
+15.6%
-44.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +0.1% | -1.6% | +1.6% | +0.1% |
| 3M | +24.1% | -29.8% | +53.9% | +31.4% |
| 6M | +30.1% | -16.6% | +46.7% | +32.2% |
| YTD | +16.8% | -4.0% | +20.8% | +14.4% |
| 1Y | -0.1% | +63.5% | -63.6% | -13.2% |
| 3Y | +6.8% | +86.8% | -79.9% | -15.0% |
| 5Y | -28.4% | +12.4% | -40.7% | -37.1% |
| All | -28.4% | +15.6% | -44.0% | -37.1% |
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