+284.3%
AG vs DAR
+1,151.3%
-867.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -2.8% |
| 7D | -4.0% | +3.6% | -7.6% | -5.2% |
| 30D | -13.1% | -11.3% | -1.8% | -9.8% |
| 3M | -22.0% | -13.1% | -8.9% | -19.0% |
| 6M | -37.3% | -15.1% | -22.2% | -34.7% |
| YTD | -11.2% | +50.5% | -61.7% | -24.3% |
| 1Y | +23.9% | +57.9% | -34.0% | +4.0% |
| 3Y | +225.1% | +28.9% | +196.2% | +179.2% |
| 5Y | +7.7% | -31.4% | +39.2% | +11.5% |
| 10Y | +86.9% | +301.0% | -214.1% | -4.0% |
| All | +284.3% | +1,151.3% | -867.0% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling