-5.7%
DT vs AG
+29.4%
-35.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.1% | -9.7% | -0.9% |
| 7D | -25.5% | -2.6% | -22.9% | -25.5% |
| 30D | -22.3% | -12.1% | -10.2% | -22.1% |
| 3M | +2.3% | -6.6% | +8.9% | +2.2% |
| 6M | +20.7% | -20.5% | +41.2% | +20.2% |
| YTD | +7.9% | -7.4% | +15.4% | +1.4% |
| 1Y | -5.7% | +33.4% | -39.1% | -18.6% |
| All | -5.7% | +29.4% | -35.1% | -18.6% |
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