+117.6%
DT vs AG
+135.9%
-18.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.4% |
| 7D | -3.3% | +1.0% | -4.3% | -3.5% |
| 30D | +2.0% | +19.2% | -17.1% | -0.4% |
| 3M | +20.0% | +6.2% | +13.8% | +18.3% |
| 6M | +39.3% | -26.7% | +66.0% | +42.5% |
| YTD | +19.8% | +26.1% | -6.4% | +12.4% |
| 1Y | +4.3% | +131.7% | -127.4% | -11.4% |
| 3Y | +7.7% | +255.3% | -247.6% | -19.0% |
| 5Y | -26.8% | +61.9% | -88.8% | -39.5% |
| All | +117.6% | +135.9% | -18.3% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling