+16.0%
AA vs DRI
+34.0%
-18.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.4% | +2.2% |
| 7D | +0.9% | +6.5% | -5.6% | +0.3% |
| 30D | -6.4% | +16.4% | -22.9% | -7.8% |
| 3M | -13.0% | +13.6% | -26.6% | -14.2% |
| 6M | -34.6% | +22.0% | -56.6% | -36.5% |
| YTD | -23.0% | +29.3% | -52.3% | -30.2% |
| 1Y | +16.0% | +32.0% | -16.0% | +2.7% |
| All | +16.0% | +34.0% | -18.0% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling