+57.2%
AA vs DRI
+66.4%
-9.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.2% |
| 7D | +0.9% | +2.8% | -1.9% | 0.0% |
| 30D | -6.7% | +13.3% | -19.9% | -10.3% |
| 3M | -16.3% | +8.2% | -24.5% | -18.8% |
| 6M | -37.1% | +17.5% | -54.7% | -41.0% |
| YTD | -25.0% | +26.9% | -51.9% | -32.7% |
| 1Y | +8.6% | +31.6% | -23.0% | -4.3% |
| 3Y | +57.2% | +67.0% | -9.7% | +10.7% |
| All | +57.2% | +66.4% | -9.2% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling