+5,453.2%
AGI vs DVA
+2,520.7%
+2,932.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | +2.2% | +2.0% | +0.2% | +1.9% |
| 30D | +11.3% | -0.4% | +11.6% | +11.3% |
| 3M | +5.6% | -7.7% | +13.3% | +6.0% |
| 6M | -27.7% | +20.0% | -47.6% | -30.3% |
| YTD | -4.1% | +61.1% | -65.2% | -11.9% |
| 1Y | +13.8% | +33.9% | -20.1% | +7.2% |
| 3Y | +217.0% | +91.5% | +125.5% | +178.8% |
| 5Y | +404.3% | +41.8% | +362.6% | +355.1% |
| 10Y | +400.5% | +187.5% | +213.0% | +285.8% |
| All | +5,453.2% | +2,520.7% | +2,932.5% | +3,180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling