+294.5%
AG vs DPZ
+2,622.8%
-2,328.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.2% |
| 7D | +6.3% | +6.6% | -0.2% | +5.1% |
| 30D | -8.9% | +10.3% | -19.2% | -10.6% |
| 3M | -12.2% | -6.2% | -6.0% | -11.4% |
| 6M | -28.3% | +4.2% | -32.5% | -29.4% |
| YTD | -8.8% | -18.4% | +9.6% | -6.2% |
| 1Y | +39.4% | -14.9% | +54.3% | +42.1% |
| 3Y | +229.4% | -4.6% | +234.0% | +227.3% |
| 5Y | +14.5% | -27.4% | +41.9% | +18.1% |
| 10Y | +82.7% | +125.9% | -43.2% | +48.1% |
| All | +294.5% | +2,622.8% | -2,328.4% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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