+209.3%
AA vs DAR
+1,762.6%
-1,553.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -2.0% |
| 7D | -0.7% | +1.4% | -2.0% | -0.9% |
| 30D | +5.0% | +12.8% | -7.8% | +3.1% |
| 3M | -35.8% | +7.4% | -43.2% | -36.6% |
| 6M | -18.4% | +22.3% | -40.7% | -20.8% |
| YTD | -5.5% | +81.1% | -86.6% | -12.9% |
| 1Y | +61.0% | +106.5% | -45.5% | +45.6% |
| 3Y | +66.2% | +5.3% | +60.9% | +63.2% |
| 5Y | +11.4% | -11.5% | +22.9% | +12.2% |
| 10Y | +116.9% | +353.3% | -236.5% | +87.5% |
| All | +209.3% | +1,762.6% | -1,553.3% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling