+114.1%
AG vs DRI
+1.2%
+112.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.8% |
| 7D | -5.8% | -4.8% | -1.0% | -5.4% |
| 30D | +6.4% | -5.2% | +11.6% | +7.0% |
| 3M | +28.4% | +2.7% | +25.6% | +28.6% |
| 6M | -24.5% | +3.6% | -28.1% | -24.0% |
| YTD | +21.2% | +15.4% | +5.8% | +19.5% |
| 1Y | +114.1% | +1.3% | +112.8% | +112.5% |
| All | +114.1% | +1.2% | +112.8% | +112.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling