+74.6%
AG vs DRI
+348.4%
-273.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | -0.1% | -4.8% | +4.7% | +1.0% |
| 30D | +12.5% | -3.9% | +16.4% | +13.4% |
| 3M | +28.2% | +5.1% | +23.1% | +26.5% |
| 6M | -18.8% | +5.5% | -24.3% | -20.2% |
| YTD | +27.4% | +16.5% | +10.9% | +22.2% |
| 1Y | +132.2% | +2.0% | +130.2% | +129.1% |
| 3Y | +286.9% | +54.5% | +232.4% | +241.8% |
| 5Y | +72.8% | +66.6% | +6.2% | +48.6% |
| 10Y | +74.6% | +353.6% | -279.0% | -5.1% |
| All | +74.6% | +348.4% | -273.8% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling