+95.8%
AGG vs DAR
+2,262.4%
-2,166.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.1% |
| 7D | -1.5% | +11.6% | -13.1% | -1.5% |
| 30D | +0.6% | -10.2% | +10.9% | +0.6% |
| 3M | -1.6% | -14.8% | +13.2% | -1.6% |
| 6M | -1.6% | -10.1% | +8.5% | -1.6% |
| YTD | -1.5% | +55.5% | -57.0% | -1.5% |
| 1Y | -1.1% | +61.7% | -62.8% | -1.1% |
| 3Y | +13.6% | +37.2% | -23.5% | +13.6% |
| 5Y | -1.7% | -26.9% | +25.2% | -1.7% |
| 10Y | +16.1% | +314.4% | -298.3% | +16.7% |
| All | +95.8% | +2,262.4% | -2,166.7% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling