+334.3%
AGI vs DRI
+348.7%
-14.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.3% |
| 7D | -5.3% | -4.8% | -0.4% | -5.0% |
| 30D | +6.8% | -5.2% | +11.9% | +7.0% |
| 3M | +8.3% | +2.7% | +5.6% | +8.2% |
| 6M | -29.2% | +3.6% | -32.8% | -29.4% |
| YTD | -7.3% | +15.4% | -22.7% | -8.0% |
| 1Y | +8.0% | +1.3% | +6.8% | +7.8% |
| 3Y | +206.6% | +53.1% | +153.5% | +198.5% |
| 5Y | +398.1% | +64.6% | +333.6% | +381.8% |
| All | +334.3% | +348.7% | -14.4% | +285.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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