+445.6%
AG vs DPZ
+2,661.1%
-2,215.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.6% |
| 7D | +1.0% | -2.5% | +3.6% | +1.5% |
| 30D | +19.2% | -7.0% | +26.1% | +20.6% |
| 3M | +6.2% | +11.6% | -5.4% | +3.4% |
| 6M | -26.7% | -15.2% | -11.5% | -24.9% |
| YTD | +26.1% | -17.2% | +43.4% | +29.5% |
| 1Y | +131.7% | -24.8% | +156.5% | +142.5% |
| 3Y | +255.3% | -8.7% | +264.0% | +255.6% |
| 5Y | +61.9% | -28.9% | +90.9% | +67.5% |
| 10Y | +72.0% | +153.6% | -81.6% | +36.5% |
| All | +445.6% | +2,661.1% | -2,215.5% | +135.2% |
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