+137.8%
AS vs DAR
+19.5%
+118.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | +4.5% | -3.8% | +8.3% | +5.2% |
| 30D | +13.2% | -14.4% | +27.6% | +16.5% |
| 3M | -11.9% | -17.9% | +6.0% | -9.0% |
| 6M | -11.6% | -18.3% | +6.7% | -8.9% |
| YTD | -14.7% | +43.2% | -57.9% | -24.8% |
| 1Y | +5.7% | +57.7% | -52.0% | -9.5% |
| All | +137.8% | +19.5% | +118.3% | +109.0% |
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 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