+6.2%
DT vs AG
+272.3%
-266.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.1% |
| 7D | -4.9% | +4.5% | -9.3% | -5.1% |
| 30D | +2.7% | +12.9% | -10.2% | +2.1% |
| 3M | +20.0% | +20.9% | -1.0% | +18.7% |
| 6M | +28.0% | -19.5% | +47.6% | +28.5% |
| YTD | +16.0% | +24.8% | -8.8% | +12.8% |
| 1Y | +0.7% | +120.2% | -119.5% | -6.1% |
| 3Y | +6.2% | +279.0% | -272.8% | -5.6% |
| All | +6.2% | +272.3% | -266.1% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling