+53.6%
AA vs DAR
+288.2%
-234.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.7% | +1.1% | +2.9% |
| 7D | +4.8% | -2.8% | +7.6% | +6.6% |
| 30D | -0.6% | -12.8% | +12.2% | +7.7% |
| 3M | -16.3% | -11.6% | -4.7% | -10.9% |
| 6M | -33.4% | -16.8% | -16.6% | -27.4% |
| YTD | -20.7% | +45.9% | -66.6% | -39.5% |
| 1Y | +12.9% | +61.5% | -48.6% | -19.5% |
| 3Y | +75.7% | +23.0% | +52.7% | +38.5% |
| 5Y | -6.8% | -35.8% | +29.0% | +10.8% |
| 10Y | +53.6% | +280.4% | -226.7% | -42.9% |
| All | +53.6% | +288.2% | -234.6% | -42.9% |
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