-91.0%
AIG vs DPZ
+5,326.0%
-5,417.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -1.6% | -1.5% | -0.1% | -1.1% |
| 30D | -5.2% | -4.4% | -0.8% | -3.8% |
| 3M | +1.5% | +7.6% | -6.2% | -1.9% |
| 6M | -3.9% | -16.9% | +13.0% | +1.7% |
| YTD | -11.6% | -18.6% | +7.0% | -6.0% |
| 1Y | -2.9% | -26.7% | +23.7% | +7.0% |
| 3Y | +33.7% | -9.3% | +43.1% | +32.2% |
| 5Y | +52.7% | -31.0% | +83.7% | +61.8% |
| 10Y | +62.6% | +152.4% | -89.8% | -12.6% |
| All | -91.0% | +5,326.0% | -5,417.0% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DPZ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling