-90.8%
AIG vs DPZ
+5,417.8%
-5,508.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -0.9% | -2.5% | +1.6% | 0.0% |
| 30D | -4.9% | -7.0% | +2.1% | -2.5% |
| 3M | +4.5% | +11.6% | -7.1% | -0.3% |
| 6M | -1.4% | -15.2% | +13.7% | +3.5% |
| YTD | -9.8% | -17.2% | +7.5% | -4.7% |
| 1Y | -4.5% | -24.8% | +20.3% | +4.3% |
| 3Y | +37.4% | -8.7% | +46.1% | +35.5% |
| 5Y | +55.0% | -28.9% | +83.9% | +62.4% |
| 10Y | +63.7% | +153.6% | -90.0% | -12.1% |
| All | -90.8% | +5,417.8% | -5,508.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling