+11.9%
AG vs DRI
+34.4%
-22.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -10.0% | +1.1% | -11.0% | -10.1% |
| 30D | -10.5% | +9.7% | -20.2% | -11.4% |
| 3M | -27.3% | +3.2% | -30.4% | -27.4% |
| 6M | -43.0% | +20.6% | -63.5% | -43.9% |
| YTD | -17.9% | +28.3% | -46.2% | -21.9% |
| 1Y | +11.9% | +34.5% | -22.6% | +5.2% |
| All | +11.9% | +34.4% | -22.5% | +5.2% |
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