+12.4%
AA vs DRI
+72.9%
-60.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -0.7% | +0.6% | -1.3% | -1.0% |
| 30D | +5.0% | +3.8% | +1.1% | +2.8% |
| 3M | -35.8% | +13.0% | -48.8% | -40.1% |
| 6M | -18.4% | +8.3% | -26.7% | -22.7% |
| YTD | -5.5% | +20.6% | -26.1% | -16.0% |
| 1Y | +61.0% | +6.5% | +54.5% | +52.4% |
| 3Y | +66.2% | +53.7% | +12.5% | +25.5% |
| All | +12.4% | +72.9% | -60.5% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling