+264.0%
AG vs DRI
+1,069.2%
-805.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.3% |
| 3M | -26.9% | +0.9% | -27.8% | -27.2% |
| 6M | -42.1% | +16.3% | -58.4% | -44.4% |
| YTD | -15.9% | +27.8% | -43.6% | -21.3% |
| 1Y | +11.5% | +33.9% | -22.3% | +3.1% |
| 3Y | +208.0% | +67.2% | +140.8% | +166.0% |
| 5Y | +2.4% | +79.0% | -76.6% | -13.6% |
| 10Y | +77.0% | +332.2% | -255.2% | +10.0% |
| All | +264.0% | +1,069.2% | -805.2% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling