+64.8%
DIA vs AGI
+406.3%
-341.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.9% |
| 7D | -1.2% | +2.2% | -3.4% | -1.4% |
| 30D | -2.7% | +11.3% | -14.0% | -3.7% |
| 3M | +3.3% | +5.6% | -2.4% | +2.5% |
| 6M | +10.4% | -27.7% | +38.1% | +12.8% |
| YTD | +10.0% | -4.1% | +14.1% | +9.3% |
| 1Y | +16.2% | +13.8% | +2.4% | +13.4% |
| 3Y | +58.7% | +217.0% | -158.3% | +37.6% |
| All | +64.8% | +406.3% | -341.5% | +36.0% |
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