+67.9%
AG vs DAR
-8.5%
+76.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -4.0% | -2.0% |
| 7D | +4.5% | -0.9% | +5.4% | +4.7% |
| 30D | +12.9% | +13.0% | -0.1% | +8.0% |
| 3M | +20.9% | +15.0% | +6.0% | +14.2% |
| 6M | -19.5% | +26.8% | -46.4% | -27.0% |
| YTD | +24.8% | +86.4% | -61.6% | -1.1% |
| 1Y | +120.2% | +115.1% | +5.1% | +65.0% |
| 3Y | +279.0% | +14.6% | +264.4% | +245.5% |
| 5Y | +67.9% | -8.8% | +76.7% | +61.0% |
| All | +67.9% | -8.5% | +76.4% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling