+105.8%
DAL vs AGI
+385.7%
-279.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.0% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | -13.9% | +18.2% | -32.2% | -15.5% |
| 3M | +1.1% | -4.1% | +5.2% | +1.1% |
| 6M | +26.2% | -28.7% | +54.9% | +29.6% |
| YTD | +16.4% | -4.0% | +20.4% | +15.5% |
| 1Y | +33.9% | +17.4% | +16.4% | +29.7% |
| 3Y | +93.4% | +203.0% | -109.6% | +65.0% |
| All | +105.8% | +385.7% | -279.9% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling