+247.6%
DIA vs AGI
+392.3%
-144.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -1.6% | -2.7% | +1.2% | -1.4% |
| 30D | -2.0% | +7.2% | -9.3% | -2.4% |
| 3M | +3.6% | +4.3% | -0.6% | +3.3% |
| 6M | +11.5% | -27.1% | +38.6% | +12.7% |
| YTD | +10.4% | -6.6% | +17.0% | +10.2% |
| 1Y | +15.6% | +9.5% | +6.1% | +14.5% |
| 3Y | +58.9% | +208.4% | -149.6% | +50.6% |
| 5Y | +65.3% | +401.6% | -336.3% | +53.8% |
| All | +247.6% | +392.3% | -144.7% | +230.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling