-28.1%
DT vs AG
+65.4%
-93.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.0% |
| 7D | -4.9% | +4.5% | -9.3% | -5.3% |
| 30D | +2.7% | +12.9% | -10.2% | +1.2% |
| 3M | +20.0% | +20.9% | -1.0% | +17.1% |
| 6M | +28.0% | -19.5% | +47.6% | +29.3% |
| YTD | +16.0% | +24.8% | -8.8% | +9.8% |
| 1Y | +0.7% | +120.2% | -119.5% | -12.6% |
| 3Y | +6.2% | +279.0% | -272.8% | -19.9% |
| 5Y | -28.1% | +67.9% | -96.1% | -39.3% |
| All | -28.1% | +65.4% | -93.5% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling