-14.8%
AA vs DAR
-41.1%
+26.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.5% |
| 7D | +0.9% | -9.9% | +10.8% | +6.8% |
| 30D | -6.7% | -16.4% | +9.7% | +2.7% |
| 3M | -16.3% | -17.1% | +0.7% | -8.4% |
| 6M | -37.1% | -20.5% | -16.6% | -30.2% |
| YTD | -25.0% | +39.4% | -64.4% | -40.4% |
| 1Y | +8.6% | +57.2% | -48.7% | -20.0% |
| 3Y | +57.2% | +13.9% | +43.4% | +32.5% |
| All | -14.8% | -41.1% | +26.3% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling