+445.6%
AG vs DRI
+1,003.7%
-558.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | +19.2% | +3.8% | +15.3% | +18.1% |
| 3M | +6.2% | +13.0% | -6.9% | +2.8% |
| 6M | -26.7% | +8.3% | -35.0% | -28.5% |
| YTD | +26.1% | +20.6% | +5.5% | +19.8% |
| 1Y | +131.7% | +6.5% | +125.2% | +126.0% |
| 3Y | +255.3% | +53.7% | +201.6% | +213.3% |
| 5Y | +61.9% | +72.7% | -10.7% | +37.6% |
| 10Y | +72.0% | +363.2% | -291.1% | +5.1% |
| All | +445.6% | +1,003.7% | -558.1% | +100.0% |
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