+47.8%
AA vs DAR
+290.1%
-242.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.4% | -0.4% |
| 7D | +1.1% | +3.6% | -2.5% | -0.9% |
| 30D | -1.3% | -11.3% | +10.0% | +5.9% |
| 3M | -23.9% | -13.1% | -10.8% | -18.1% |
| 6M | -36.8% | -15.1% | -21.7% | -31.9% |
| YTD | -22.2% | +50.5% | -72.7% | -41.7% |
| 1Y | +10.4% | +57.9% | -47.6% | -20.0% |
| 3Y | +72.0% | +28.9% | +43.1% | +31.5% |
| 5Y | -15.6% | -31.4% | +15.8% | -3.9% |
| 10Y | +47.8% | +301.0% | -253.3% | -46.6% |
| All | +47.8% | +290.1% | -242.3% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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