+11.5%
AG vs DRI
+36.6%
-25.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | -6.0% | -0.3% | -5.7% | -6.0% |
| 30D | -14.3% | +10.8% | -25.2% | -15.2% |
| 3M | -26.9% | +0.9% | -27.8% | -26.9% |
| 6M | -42.1% | +16.3% | -58.4% | -42.6% |
| YTD | -15.9% | +27.8% | -43.6% | -20.1% |
| 1Y | +11.5% | +33.9% | -22.3% | +4.8% |
| All | +11.5% | +36.6% | -25.1% | +4.8% |
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