+41.6%
AA vs DRI
+331.7%
-290.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | +0.5% | +1.1% | -0.6% | 0.0% |
| 30D | -0.6% | +9.7% | -10.3% | -5.4% |
| 3M | -19.7% | +3.2% | -22.8% | -21.5% |
| 6M | -41.6% | +20.6% | -62.1% | -47.9% |
| YTD | -24.6% | +28.3% | -52.9% | -35.8% |
| 1Y | +4.9% | +34.5% | -29.7% | -13.1% |
| 3Y | +66.8% | +66.5% | +0.3% | +19.7% |
| 5Y | -19.4% | +79.6% | -99.1% | -45.1% |
| All | +41.6% | +331.7% | -290.2% | -41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling