+415.2%
AGI vs DAR
-5.1%
+420.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +11.3% | +7.4% | +3.8% | +10.0% |
| 3M | +5.6% | +15.7% | -10.0% | +3.1% |
| 6M | -27.7% | +30.0% | -57.7% | -30.9% |
| YTD | -4.1% | +87.5% | -91.6% | -13.4% |
| 1Y | +13.8% | +113.4% | -99.6% | +0.6% |
| 3Y | +217.0% | +15.3% | +201.7% | +207.7% |
| All | +415.2% | -5.1% | +420.3% | +401.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling