+114.1%
DT vs AGI
+489.7%
-375.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -1.6% | -2.7% | +1.1% | -1.3% |
| 30D | +3.0% | +7.2% | -4.2% | +2.2% |
| 3M | +26.5% | +4.3% | +22.2% | +25.5% |
| 6M | +35.9% | -27.1% | +63.0% | +39.2% |
| YTD | +17.8% | -6.6% | +24.4% | +17.0% |
| 1Y | +4.1% | +9.5% | -5.5% | +1.1% |
| 3Y | +5.3% | +208.4% | -203.1% | -10.7% |
| 5Y | -27.2% | +401.6% | -428.8% | -42.3% |
| All | +114.1% | +489.7% | -375.5% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling