+74.6%
AG vs DAR
+364.6%
-290.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +12.5% | +7.4% | +5.0% | +9.7% |
| 3M | +28.2% | +15.7% | +12.5% | +21.6% |
| 6M | -18.8% | +30.0% | -48.9% | -26.0% |
| YTD | +27.4% | +87.5% | -60.1% | +3.9% |
| 1Y | +132.2% | +113.4% | +18.8% | +81.4% |
| 3Y | +286.9% | +15.3% | +271.6% | +251.2% |
| 5Y | +72.8% | -4.3% | +77.1% | +63.2% |
| 10Y | +74.6% | +380.2% | -305.6% | +21.2% |
| All | +74.6% | +364.6% | -290.0% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling