+337.4%
AGI vs DOV
+300.2%
+37.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -2.7% | -2.0% | -0.7% | -2.3% |
| 30D | +7.2% | -8.9% | +16.1% | +9.3% |
| 3M | +4.3% | -13.3% | +17.5% | +7.2% |
| 6M | -27.1% | -9.7% | -17.4% | -25.7% |
| YTD | -6.6% | -2.5% | -4.2% | -6.0% |
| 1Y | +9.5% | +7.2% | +2.3% | +8.3% |
| 3Y | +208.4% | +39.4% | +169.0% | +187.9% |
| 5Y | +401.6% | +15.8% | +385.8% | +372.7% |
| All | +337.4% | +300.2% | +37.2% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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