+208.4%
AGI vs DGX
+96.4%
+112.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.6% |
| 30D | +7.2% | -1.2% | +8.4% | +7.5% |
| 3M | +4.3% | +15.8% | -11.5% | +1.6% |
| 6M | -27.1% | +18.2% | -45.3% | -29.4% |
| YTD | -6.6% | +37.2% | -43.8% | -12.9% |
| 1Y | +9.5% | +30.4% | -20.8% | +3.5% |
| 3Y | +208.4% | +96.7% | +111.7% | +148.8% |
| All | +208.4% | +96.4% | +112.0% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling