+124.8%
AA vs DAR
+367.0%
-242.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +1.7% |
| 7D | +1.7% | -0.9% | +2.5% | +2.2% |
| 30D | +3.3% | +13.0% | -9.6% | -4.9% |
| 3M | -29.4% | +15.0% | -44.4% | -36.5% |
| 6M | -12.8% | +26.8% | -39.6% | -26.6% |
| YTD | -2.1% | +86.4% | -88.5% | -35.4% |
| 1Y | +62.8% | +115.1% | -52.3% | -2.8% |
| 3Y | +90.5% | +14.6% | +75.9% | +60.5% |
| 5Y | +19.1% | -8.8% | +27.8% | +13.1% |
| 10Y | +124.8% | +356.5% | -231.8% | -23.9% |
| All | +124.8% | +367.0% | -242.2% | -23.9% |
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