+337.4%
AGI vs DVA
+187.8%
+149.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | +7.2% | 0.0% | +7.2% | +7.2% |
| 3M | +4.3% | -10.9% | +15.2% | +4.6% |
| 6M | -27.1% | +17.3% | -44.4% | -28.6% |
| YTD | -6.6% | +59.8% | -66.4% | -10.8% |
| 1Y | +9.5% | +36.3% | -26.7% | +5.8% |
| 3Y | +208.4% | +88.6% | +119.8% | +189.9% |
| 5Y | +401.6% | +47.5% | +354.1% | +371.3% |
| All | +337.4% | +187.8% | +149.6% | +310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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