+4,206.7%
AGI vs DAR
+2,591.8%
+1,614.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -10.1% | +11.6% | -21.7% | -11.4% |
| 30D | -6.5% | -10.2% | +3.7% | -5.4% |
| 3M | -12.8% | -14.8% | +2.0% | -11.3% |
| 6M | -34.3% | -10.1% | -24.2% | -33.8% |
| YTD | -25.6% | +55.5% | -81.1% | -30.4% |
| 1Y | -14.2% | +61.7% | -75.9% | -20.2% |
| 3Y | +127.3% | +37.2% | +90.1% | +111.1% |
| 5Y | +241.8% | -26.9% | +268.7% | +240.9% |
| 10Y | +381.8% | +314.4% | +67.3% | +272.5% |
| All | +4,206.7% | +2,591.8% | +1,614.9% | +3,051.9% |
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