-4.2%
DT vs AG
+7.9%
-12.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | +3.1% | -10.0% | +13.1% | +3.5% |
| 30D | -29.5% | -10.5% | -19.0% | -29.3% |
| 3M | -11.7% | -27.3% | +15.5% | -11.2% |
| 6M | +29.0% | -43.0% | +72.0% | +28.7% |
| YTD | +3.4% | -17.9% | +21.3% | -1.7% |
| 1Y | -4.2% | +11.9% | -16.2% | -12.0% |
| All | -4.2% | +7.9% | -12.1% | -12.0% |
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