-5.7%
DT vs AGI
-1.1%
-4.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | -1.6% |
| 7D | -25.5% | -5.3% | -20.2% | -25.2% |
| 30D | -22.3% | -7.1% | -15.2% | -21.9% |
| 3M | +2.3% | +4.4% | -2.1% | +1.5% |
| 6M | +20.7% | -23.0% | +43.7% | +21.8% |
| YTD | +7.9% | -22.0% | +29.9% | +5.4% |
| 1Y | -5.7% | +0.3% | -6.0% | -12.1% |
| All | -5.7% | -1.1% | -4.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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