+98.1%
AGG vs DAR
+2,731.6%
-2,633.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | -0.4% | +13.0% | -13.3% | -0.4% |
| 3M | -0.3% | +15.0% | -15.3% | -0.3% |
| 6M | -1.2% | +26.8% | -28.1% | -1.2% |
| YTD | -0.4% | +86.4% | -86.8% | -0.4% |
| 1Y | +0.4% | +115.1% | -114.7% | +0.4% |
| 3Y | +13.4% | +14.6% | -1.2% | +13.4% |
| 5Y | -1.4% | -8.8% | +7.4% | -1.4% |
| 10Y | +14.8% | +356.5% | -341.7% | +15.3% |
| All | +98.1% | +2,731.6% | -2,633.6% | +104.4% |
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