+14.1%
AGG vs DAR
+366.1%
-351.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | -1.1% | -0.1% | -0.9% | -1.1% |
| 30D | -1.1% | +2.6% | -3.8% | -1.2% |
| 3M | -1.9% | +14.2% | -16.2% | -2.1% |
| 6M | -1.7% | +17.2% | -18.9% | -1.9% |
| YTD | -1.3% | +80.9% | -82.2% | -2.1% |
| 1Y | -0.7% | +104.0% | -104.7% | -1.8% |
| 3Y | +12.5% | +3.6% | +8.8% | +12.2% |
| 5Y | -2.5% | -7.8% | +5.3% | -2.8% |
| All | +14.1% | +366.1% | -351.9% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling