+45.0%
AA vs DAR
+269.9%
-225.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.3% |
| 7D | +1.2% | -3.8% | +5.1% | +3.7% |
| 30D | -5.0% | -14.4% | +9.4% | +4.2% |
| 3M | -22.2% | -17.9% | -4.3% | -13.3% |
| 6M | -36.3% | -18.3% | -18.0% | -29.8% |
| YTD | -24.2% | +43.2% | -67.4% | -41.5% |
| 1Y | +3.9% | +57.7% | -53.8% | -24.9% |
| 3Y | +67.6% | +22.7% | +44.8% | +32.1% |
| 5Y | -8.8% | -34.0% | +25.2% | +6.3% |
| 10Y | +45.0% | +279.5% | -234.5% | -45.8% |
| All | +45.0% | +269.9% | -225.0% | -45.8% |
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