+404.3%
AGI vs DRI
+68.4%
+335.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.6% |
| 7D | +2.2% | -4.8% | +7.0% | +2.9% |
| 30D | +11.3% | -3.9% | +15.2% | +11.9% |
| 3M | +5.6% | +5.1% | +0.6% | +4.9% |
| 6M | -27.7% | +5.5% | -33.2% | -28.3% |
| YTD | -4.1% | +16.5% | -20.6% | -6.7% |
| 1Y | +13.8% | +2.0% | +11.8% | +13.0% |
| 3Y | +217.0% | +54.5% | +162.5% | +186.1% |
| 5Y | +404.3% | +66.6% | +337.7% | +334.4% |
| All | +404.3% | +68.4% | +335.9% | +334.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling