+8.7%
AG vs DRI
+75.0%
-66.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.7% |
| 7D | +6.0% | +4.2% | +1.7% | +4.7% |
| 30D | -13.5% | +15.7% | -29.2% | -17.2% |
| 3M | -20.7% | +5.8% | -26.4% | -22.1% |
| 6M | -31.5% | +18.4% | -50.0% | -35.4% |
| YTD | -10.1% | +28.2% | -38.4% | -17.9% |
| 1Y | +26.0% | +35.9% | -9.9% | +12.6% |
| 3Y | +228.9% | +67.7% | +161.1% | +157.1% |
| 5Y | +8.7% | +77.9% | -69.2% | -22.1% |
| All | +8.7% | +75.0% | -66.3% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling