+334.3%
AGI vs DAR
+375.1%
-40.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.1% |
| 7D | -5.3% | +0.9% | -6.2% | -5.4% |
| 30D | +6.8% | +6.4% | +0.3% | +5.7% |
| 3M | +8.3% | +13.2% | -4.9% | +6.0% |
| 6M | -29.2% | +26.2% | -55.4% | -31.9% |
| YTD | -7.3% | +84.4% | -91.6% | -15.6% |
| 1Y | +8.0% | +112.0% | -104.0% | -3.8% |
| 3Y | +206.6% | +13.4% | +193.2% | +193.4% |
| 5Y | +398.1% | -6.0% | +404.2% | +383.9% |
| All | +334.3% | +375.1% | -40.7% | +242.2% |
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