+384.7%
AGI vs DOV
+14.8%
+369.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -2.7% | -2.0% | -0.7% | -2.1% |
| 30D | +7.2% | -8.9% | +16.1% | +10.4% |
| 3M | +4.3% | -13.3% | +17.5% | +8.7% |
| 6M | -27.1% | -9.7% | -17.4% | -25.0% |
| YTD | -6.6% | -2.5% | -4.2% | -5.6% |
| 1Y | +9.5% | +7.2% | +2.3% | +7.8% |
| 3Y | +208.4% | +39.4% | +169.0% | +170.8% |
| All | +384.7% | +14.8% | +369.9% | +299.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling