+5,269.5%
AGI vs DTE
+915.6%
+4,353.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.9% |
| 7D | -5.3% | -2.0% | -3.3% | -4.6% |
| 30D | +6.8% | -2.4% | +9.1% | +7.6% |
| 3M | +8.3% | -7.3% | +15.6% | +11.0% |
| 6M | -29.2% | -7.6% | -21.6% | -27.5% |
| YTD | -7.3% | +5.8% | -13.1% | -9.5% |
| 1Y | +8.0% | +2.3% | +5.7% | +6.7% |
| 3Y | +206.6% | +45.0% | +161.5% | +167.4% |
| 5Y | +398.1% | +33.2% | +364.9% | +345.7% |
| 10Y | +384.0% | +141.4% | +242.6% | +233.9% |
| All | +5,269.5% | +915.6% | +4,353.9% | +1,746.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 all: compounded portfolio wealth divided by compounded DTE 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…
all analysis · Full analysis span regression · 6 months rolling