+206.0%
AGI vs DRI
+52.8%
+153.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | -5.4% | -4.8% | -0.5% | -4.9% |
| 30D | +6.6% | -5.2% | +11.8% | +7.2% |
| 3M | +8.2% | +2.7% | +5.5% | +8.0% |
| 6M | -29.3% | +3.6% | -32.9% | -29.4% |
| YTD | -7.4% | +15.4% | -22.8% | -8.9% |
| 1Y | +7.9% | +1.3% | +6.7% | +7.7% |
| All | +206.0% | +52.8% | +153.2% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling