+279.0%
AG vs DRI
+56.7%
+222.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | +4.5% | -1.2% | +5.7% | +4.7% |
| 30D | +12.9% | -0.4% | +13.3% | +13.0% |
| 3M | +20.9% | +9.5% | +11.4% | +19.0% |
| 6M | -19.5% | +6.5% | -26.0% | -20.5% |
| YTD | +24.8% | +18.4% | +6.4% | +20.2% |
| 1Y | +120.2% | +4.2% | +116.0% | +117.7% |
| 3Y | +279.0% | +57.1% | +221.9% | +204.6% |
| All | +279.0% | +56.7% | +222.3% | +204.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling