+117.6%
DT vs AGI
+506.2%
-388.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.4% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | +2.0% | +18.2% | -16.2% | +0.2% |
| 3M | +20.0% | -4.1% | +24.1% | +20.0% |
| 6M | +39.3% | -28.7% | +68.0% | +42.9% |
| YTD | +19.8% | -4.0% | +23.7% | +18.5% |
| 1Y | +4.3% | +17.4% | -13.1% | +0.6% |
| 3Y | +7.7% | +203.0% | -195.3% | -8.4% |
| 5Y | -26.8% | +376.7% | -403.5% | -41.8% |
| All | +117.6% | +506.2% | -388.6% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling